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
03.12.2025 56.02% 0.01 CHF 0.02 CHF 1'000'000 250'000 546'373 137'573 6'756 CHF 3'087 CHF 108.48% 108.48%
02.12.2025 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 612'500 156'500 9'750 CHF 4'070 CHF 19.67% 110.31%
28.11.2025 53.77% 0.02 CHF 0.03 CHF 925'000 250'000 561'766 141'465 7'915 CHF 3'411 CHF 99.42% 99.42%
27.11.2025 50.01% 0.02 CHF 0.03 CHF 500'000 125'000 493'296 123'323 7'398 CHF 3'083 CHF 95.64% 95.64%
26.11.2025 49.86% 0.02 CHF 0.03 CHF 975'000 250'000 995'613 250'000 15'002 CHF 6'268 CHF 99.29% 99.29%
25.11.2025 49.81% 0.01 CHF 0.02 CHF 1'000'000 250'000 941'378 250'000 14'204 CHF 6'274 CHF 88.86% 88.86%
24.11.2025 44.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 960'614 250'000 16'805 CHF 6'890 CHF 99.43% 99.43%
21.11.2025 34.39% 0.03 CHF 0.04 CHF 775'000 250'000 747'692 250'000 18'071 CHF 8'556 CHF 98.50% 98.50%
20.11.2025 23.08% 0.04 CHF 0.05 CHF 500'000 250'000 478'383 250'000 18'395 CHF 12'125 CHF 99.42% 99.42%
19.11.2025 16.67% 0.04 CHF 0.05 CHF 450'000 250'000 366'127 325'166 20'212 CHF 21'706 CHF 99.42% 99.42%

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