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 93.44% 0.01 CHF 0.02 CHF 1'000'000 250'000 562'642 140'344 3'788 CHF 2'349 CHF 105.06% 105.06%
02.12.2025 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'125 CHF 2'348 CHF 19.67% 109.95%
28.11.2025 63.15% 0.02 CHF 0.03 CHF 1'000'000 250'000 565'901 140'980 6'634 CHF 3'063 CHF 99.42% 99.42%
27.11.2025 56.83% 0.01 CHF 0.02 CHF 500'000 125'000 491'744 122'933 6'352 CHF 2'817 CHF 97.13% 97.13%
26.11.2025 51.43% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'570 CHF 6'142 CHF 99.09% 99.09%
25.11.2025 54.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 982'635 250'000 13'561 CHF 5'948 CHF 91.53% 91.53%
24.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 981'375 250'000 9'814 CHF 5'000 CHF 95.64% 95.64%
21.11.2025 66.66% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'960 250'000 9'951 CHF 5'000 CHF 97.16% 97.16%
20.11.2025 65.20% 0.01 CHF 0.02 CHF 1'000'000 250'000 910'280 250'000 9'342 CHF 5'110 CHF 55.93% 55.93%
19.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'487 250'000 9'935 CHF 5'000 CHF 99.41% 99.41%

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