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 83.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'750 CHF 2'505 CHF 19.67% 109.69%
02.12.2025 83.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'750 CHF 2'505 CHF 19.67% 109.61%
28.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 519'493 129'934 5'195 CHF 2'599 CHF 99.42% 99.42%
27.11.2025 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 492'465 123'118 4'925 CHF 2'462 CHF 96.39% 96.39%
26.11.2025 56.36% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 13'092 CHF 5'773 CHF 99.42% 99.42%
25.11.2025 65.63% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 10'310 CHF 5'078 CHF 98.75% 98.75%
24.11.2025 52.02% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 14'394 CHF 6'098 CHF 99.42% 99.42%
21.11.2025 44.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'640 CHF 6'910 CHF 98.49% 98.49%
20.11.2025 47.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'744 250'000 16'443 CHF 6'649 CHF 99.41% 99.41%
19.11.2025 45.10% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'451 CHF 6'863 CHF 99.42% 99.42%

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