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 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% 109.65%
02.12.2025 36.67% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'000 CHF 5'320 CHF 19.67% 109.95%
28.11.2025 33.37% 0.03 CHF 0.04 CHF 1'000'000 250'000 567'276 141'313 14'169 CHF 4'943 CHF 99.42% 99.42%
27.11.2025 36.29% 0.03 CHF 0.04 CHF 500'000 125'000 492'495 123'121 11'205 CHF 4'032 CHF 96.13% 96.13%
26.11.2025 38.74% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 20'946 CHF 7'737 CHF 98.65% 98.65%
25.11.2025 37.56% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'200 250'000 21'480 CHF 7'958 CHF 98.74% 98.74%
24.11.2025 33.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'558 250'000 24'564 CHF 8'722 CHF 99.41% 99.41%
21.11.2025 37.12% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'162 CHF 8'040 CHF 98.49% 98.49%
20.11.2025 29.55% 0.03 CHF 0.04 CHF 1'000'000 250'000 979'860 250'000 28'384 CHF 9'747 CHF 99.42% 99.42%
19.11.2025 29.19% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'258 250'000 29'007 CHF 9'839 CHF 99.42% 99.42%

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