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% 109.76%
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% 109.93%
28.11.2025 80.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 575'223 143'240 4'535 CHF 2'561 CHF 87.80% 87.80%
27.11.2025 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 485'216 121'299 4'852 CHF 2'426 CHF 48.75% 48.75%
26.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 98.33% 98.33%
25.11.2025 66.53% 0.01 CHF 0.02 CHF 1'000'000 250'000 977'142 250'000 9'786 CHF 5'010 CHF 98.45% 98.45%
24.11.2025 66.66% 0.01 CHF 0.02 CHF 1'000'000 250'000 967'491 250'000 9'677 CHF 5'000 CHF 97.23% 97.23%
21.11.2025 66.30% 0.01 CHF 0.02 CHF 250'000 250'000 963'804 250'000 9'705 CHF 5'028 CHF 94.51% 94.51%
20.11.2025 50.17% 0.02 CHF 0.03 CHF 1'000'000 250'000 979'734 250'000 14'813 CHF 6'284 CHF 98.65% 98.65%
19.11.2025 51.55% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'039 250'000 14'326 CHF 6'134 CHF 98.79% 98.79%

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