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 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 548'055 136'679 8'221 CHF 3'417 CHF 109.68% 109.68%
02.12.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 550'150 137'286 8'252 CHF 3'432 CHF 110.04% 110.04%
28.11.2025 49.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 567'093 141'261 8'515 CHF 3'533 CHF 99.42% 99.42%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 491'791 122'987 7'377 CHF 3'075 CHF 97.01% 97.01%
26.11.2025 48.65% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'676 CHF 6'419 CHF 99.42% 99.42%
25.11.2025 39.99% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'887 250'000 19'706 CHF 7'502 CHF 98.75% 98.75%
24.11.2025 33.39% 0.02 CHF 0.03 CHF 1'000'000 250'000 980'311 250'000 24'469 CHF 8'740 CHF 99.41% 99.41%
21.11.2025 26.98% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 32'234 CHF 10'559 CHF 98.49% 98.49%
20.11.2025 34.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'457 250'000 23'922 CHF 8'571 CHF 99.42% 99.42%
19.11.2025 38.69% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'310 250'000 20'814 CHF 7'745 CHF 99.42% 99.42%

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