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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 6'250 CHF 3'130 CHF 19.67% 109.50%
02.12.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 12'500 CHF 4'695 CHF 19.67% 109.62%
28.11.2025 38.66% 0.03 CHF 0.04 CHF 1'000'000 250'000 579'884 144'836 12'604 CHF 4'597 CHF 99.42% 99.42%
27.11.2025 39.89% 0.02 CHF 0.03 CHF 500'000 125'000 491'474 122'868 9'869 CHF 3'696 CHF 97.07% 97.07%
26.11.2025 32.91% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'446 CHF 8'861 CHF 99.17% 99.17%
25.11.2025 29.11% 0.03 CHF 0.04 CHF 1'000'000 250'000 974'090 250'000 28'659 CHF 9'859 CHF 98.75% 98.75%
24.11.2025 25.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 34'423 CHF 11'106 CHF 99.41% 99.41%
21.11.2025 24.33% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 36'336 CHF 11'584 CHF 98.49% 98.49%
20.11.2025 33.18% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'172 CHF 8'793 CHF 99.41% 99.41%
19.11.2025 28.37% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'286 CHF 10'072 CHF 99.42% 99.42%

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