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 21.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 25'625 CHF 7'983 CHF 19.67% 109.81%
02.12.2025 20.20% 0.05 CHF 0.06 CHF 1'000'000 250'000 619'423 155'110 29'720 CHF 8'991 CHF 19.38% 118.04%
28.11.2025 19.52% 0.05 CHF 0.06 CHF 1'000'000 250'000 565'631 140'896 26'528 CHF 8'018 CHF 99.43% 99.43%
27.11.2025 20.00% 0.05 CHF 0.06 CHF 500'000 125'000 492'491 123'120 22'162 CHF 6'772 CHF 96.14% 96.14%
26.11.2025 20.06% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 255'160 44'874 CHF 14'002 CHF 99.41% 99.41%
25.11.2025 20.93% 0.05 CHF 0.06 CHF 1'000'000 500'000 985'459 292'932 42'337 CHF 15'710 CHF 98.76% 98.76%
24.11.2025 19.36% 0.05 CHF 0.06 CHF 1'000'000 250'000 985'634 333'241 46'093 CHF 19'140 CHF 99.41% 99.41%
21.11.2025 20.85% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 43'096 CHF 13'274 CHF 98.50% 98.50%
20.11.2025 17.25% 0.05 CHF 0.06 CHF 1'000'000 250'000 923'684 438'338 49'087 CHF 27'958 CHF 99.42% 99.42%
19.11.2025 17.10% 0.05 CHF 0.06 CHF 1'000'000 500'000 931'354 474'516 49'865 CHF 30'165 CHF 99.42% 99.42%

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