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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'125 CHF 2'348 CHF 19.67% 109.60%
02.12.2025 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'125 CHF 2'348 CHF 19.67% 109.99%
28.11.2025 69.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 567'798 141'457 5'319 CHF 2'739 CHF 99.42% 99.42%
27.11.2025 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 491'422 122'858 4'914 CHF 2'457 CHF 96.50% 96.50%
26.11.2025 51.62% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 14'670 CHF 6'168 CHF 98.60% 98.60%
25.11.2025 41.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'025 CHF 7'256 CHF 98.77% 98.77%
24.11.2025 39.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'241 250'000 20'075 CHF 7'557 CHF 99.41% 99.41%
21.11.2025 37.42% 0.02 CHF 0.03 CHF 1'000'000 250'000 990'261 250'000 21'742 CHF 7'984 CHF 98.49% 98.49%
20.11.2025 21.96% 0.02 CHF 0.03 CHF 1'000'000 250'000 960'691 382'463 42'345 CHF 21'954 CHF 99.42% 99.42%
19.11.2025 15.53% 0.06 CHF 0.07 CHF 850'000 425'000 850'517 429'173 50'509 CHF 29'777 CHF 99.42% 99.42%

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