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 58.33% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 8'750 CHF 3'755 CHF 19.67% 109.62%
02.12.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 9'375 CHF 3'913 CHF 19.67% 110.12%
28.11.2025 40.05% 0.02 CHF 0.03 CHF 1'000'000 250'000 566'667 141'154 11'321 CHF 4'232 CHF 99.44% 99.44%
27.11.2025 40.00% 0.02 CHF 0.03 CHF 500'000 125'000 497'330 124'330 9'947 CHF 3'730 CHF 91.33% 91.33%
26.11.2025 39.73% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'170 250'000 20'004 CHF 7'555 CHF 96.66% 96.66%
25.11.2025 32.79% 0.03 CHF 0.04 CHF 1'000'000 250'000 982'802 250'000 25'092 CHF 8'892 CHF 98.75% 98.75%
24.11.2025 27.47% 0.03 CHF 0.04 CHF 1'000'000 250'000 982'822 250'000 31'173 CHF 10'422 CHF 99.41% 99.41%
21.11.2025 23.77% 0.04 CHF 0.05 CHF 1'000'000 250'000 990'066 250'000 36'872 CHF 11'805 CHF 98.49% 98.49%
20.11.2025 33.64% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'767 CHF 8'692 CHF 99.42% 99.42%
19.11.2025 25.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 985'244 250'000 34'466 CHF 11'246 CHF 99.41% 99.41%

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