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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
02.12.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.37% 99.37%
28.11.2025 45.79% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'859 249'216 17'158 CHF 6'784 CHF 99.38% 99.38%
27.11.2025 42.75% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'625 CHF 7'156 CHF 99.37% 99.37%
26.11.2025 39.99% 0.02 CHF 0.03 CHF 1'000'000 250'000 997'391 250'000 19'962 CHF 7'504 CHF 98.43% 98.43%
25.11.2025 46.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'764 CHF 6'691 CHF 99.37% 99.37%
24.11.2025 50.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'997 CHF 6'249 CHF 99.28% 99.28%
21.11.2025 50.11% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'192 250'000 14'860 CHF 6'244 CHF 99.15% 99.15%
20.11.2025 47.77% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'559 250'000 16'046 CHF 6'529 CHF 99.36% 99.36%
19.11.2025 43.05% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'475 CHF 7'119 CHF 99.36% 99.36%

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