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 66.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 399'376 100'244 3'999 CHF 2'006 CHF 12.28% 102.36%
02.12.2025 58.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 6'875 CHF 3'288 CHF 19.67% 107.93%
28.11.2025 48.15% 0.02 CHF 0.03 CHF 1'000'000 250'000 578'816 144'567 9'607 CHF 3'845 CHF 99.45% 99.45%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 491'521 122'881 7'373 CHF 3'072 CHF 97.07% 97.07%
26.11.2025 44.78% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'610 CHF 6'903 CHF 99.43% 99.43%
25.11.2025 48.09% 0.02 CHF 0.03 CHF 1'000'000 250'000 973'814 250'000 15'562 CHF 6'489 CHF 98.76% 98.76%
24.11.2025 39.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'654 CHF 7'664 CHF 99.42% 99.42%
21.11.2025 33.27% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'071 CHF 8'768 CHF 98.52% 98.52%
20.11.2025 28.54% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'291 CHF 10'073 CHF 99.42% 99.42%
19.11.2025 25.68% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'281 CHF 11'070 CHF 99.42% 99.42%

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