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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'625 CHF 5'478 CHF 19.67% 109.55%
02.12.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 18'750 CHF 6'260 CHF 19.67% 109.54%
28.11.2025 25.89% 0.03 CHF 0.04 CHF 1'000'000 250'000 579'685 144'806 19'144 CHF 6'231 CHF 99.43% 99.43%
27.11.2025 25.00% 0.04 CHF 0.05 CHF 500'000 125'000 491'848 122'966 17'215 CHF 5'533 CHF 97.17% 97.17%
26.11.2025 24.68% 0.04 CHF 0.05 CHF 500'000 125'000 500'000 125'000 17'790 CHF 5'698 CHF 98.33% 98.33%
25.11.2025 18.51% 0.04 CHF 0.05 CHF 500'000 125'000 489'851 221'360 24'203 CHF 13'373 CHF 98.75% 98.75%
24.11.2025 16.73% 0.05 CHF 0.06 CHF 500'000 250'000 462'351 234'712 25'332 CHF 15'209 CHF 99.42% 99.42%
21.11.2025 11.21% 0.08 CHF 0.09 CHF 313'000 163'000 302'744 155'329 25'512 CHF 14'642 CHF 98.52% 98.52%
20.11.2025 12.66% 0.07 CHF 0.08 CHF 388'000 200'000 340'927 176'516 25'212 CHF 14'823 CHF 99.42% 99.42%
19.11.2025 10.80% 0.07 CHF 0.08 CHF 363'000 188'000 291'982 172'959 25'594 CHF 17'139 CHF 99.43% 99.43%

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