Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15.12.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 12'500 CHF 4'695 CHF 19.67% 105.13%
12.12.2025 36.67% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'000 CHF 5'320 CHF 19.67% 108.17%
10.12.2025 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'625 CHF 5'478 CHF 19.67% 111.62%
09.12.2025 30.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 16'250 CHF 5'635 CHF 19.67% 109.82%
08.12.2025 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 21'875 CHF 7'043 CHF 18.53% 108.66%
05.12.2025 27.36% 0.04 CHF 0.05 CHF 1'000'000 250'000 377'658 94'829 12'394 CHF 4'060 CHF 11.85% 102.31%
03.12.2025 21.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 25'625 CHF 7'983 CHF 19.67% 109.59%
02.12.2025 18.18% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 31'250 CHF 9'390 CHF 19.67% 110.08%
28.11.2025 15.43% 0.06 CHF 0.07 CHF 925'000 475'000 483'437 241'455 28'883 CHF 16'839 CHF 99.42% 99.42%
27.11.2025 14.60% 0.06 CHF 0.07 CHF 425'000 213'000 392'117 200'453 24'913 CHF 14'746 CHF 96.50% 96.50%

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