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 50.00% 0.03 CHF 0.04 CHF 1'000'000 250'000 250'000 63'000 3'750 CHF 1'575 CHF 9.83% 105.60%
02.12.2025 46.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 565'137 141'020 8'997 CHF 3'654 CHF 84.76% 84.76%
28.11.2025 40.10% 0.02 CHF 0.03 CHF 1'000'000 250'000 530'699 132'106 10'563 CHF 3'950 CHF 91.86% 91.86%
27.11.2025 40.00% 0.02 CHF 0.03 CHF 500'000 125'000 492'030 123'011 9'841 CHF 3'690 CHF 96.23% 96.23%
26.11.2025 31.30% 0.02 CHF 0.03 CHF 250'000 250'000 940'790 250'000 26'202 CHF 9'350 CHF 97.10% 97.10%
25.11.2025 21.91% 0.04 CHF 0.05 CHF 1'000'000 250'000 987'128 259'993 40'269 CHF 13'277 CHF 98.77% 98.77%
24.11.2025 20.13% 0.04 CHF 0.05 CHF 1'000'000 250'000 986'015 262'107 44'095 CHF 14'376 CHF 99.44% 99.44%
21.11.2025 17.69% 0.06 CHF 0.07 CHF 925'000 475'000 975'763 479'840 50'358 CHF 29'603 CHF 98.52% 98.52%
20.11.2025 32.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 979'508 250'000 25'872 CHF 9'096 CHF 98.19% 98.19%
19.11.2025 29.05% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'665 250'000 29'259 CHF 9'879 CHF 99.42% 99.42%

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