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 5'625 CHF 2'973 CHF 19.67% 109.56%
02.12.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 250'000 63'000 2'500 CHF 1'260 CHF 9.10% 90.29%
28.11.2025 65.99% 0.01 CHF 0.02 CHF 1'000'000 250'000 566'684 141'181 5'808 CHF 2'857 CHF 99.43% 99.43%
27.11.2025 51.92% 0.01 CHF 0.02 CHF 500'000 125'000 491'805 122'992 7'088 CHF 3'003 CHF 96.98% 96.98%
26.11.2025 50.50% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'859 CHF 6'215 CHF 99.42% 99.42%
25.11.2025 47.77% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'915 250'000 15'849 CHF 6'529 CHF 98.75% 98.75%
24.11.2025 37.68% 0.02 CHF 0.03 CHF 1'000'000 250'000 980'328 250'000 21'347 CHF 7'935 CHF 99.41% 99.41%
21.11.2025 28.49% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 30'301 CHF 10'075 CHF 98.49% 98.49%
20.11.2025 39.43% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'492 250'000 20'103 CHF 7'607 CHF 99.42% 99.42%
19.11.2025 39.99% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'306 250'000 19'853 CHF 7'502 CHF 99.41% 99.41%

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