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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.26% 99.26%
02.12.2025 37.28% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'039 CHF 8'010 CHF 100.00% 100.00%
28.11.2025 38.25% 0.02 CHF 0.03 CHF 1'000'000 250'000 909'923 250'000 19'217 CHF 7'828 CHF 99.95% 99.95%
27.11.2025 38.12% 0.02 CHF 0.03 CHF 1'000'000 250'000 908'077 250'000 19'311 CHF 7'865 CHF 100.00% 100.00%
26.11.2025 32.29% 0.03 CHF 0.04 CHF 475'000 250'000 689'953 250'000 17'673 CHF 9'066 CHF 99.49% 99.49%
25.11.2025 31.16% 0.03 CHF 0.04 CHF 700'000 250'000 587'375 250'000 15'849 CHF 9'325 CHF 99.95% 99.95%
24.11.2025 26.68% 0.03 CHF 0.04 CHF 425'000 250'000 413'459 250'000 13'471 CHF 10'662 CHF 99.65% 99.65%
21.11.2025 19.93% 0.04 CHF 0.05 CHF 275'000 250'000 250'512 238'504 11'308 CHF 13'199 CHF 99.75% 99.75%
20.11.2025 20.08% 0.05 CHF 0.06 CHF 300'000 250'000 272'440 249'637 12'214 CHF 13'739 CHF 100.00% 100.00%
19.11.2025 17.55% 0.05 CHF 0.06 CHF 225'000 225'000 228'843 228'843 11'898 CHF 14'187 CHF 99.97% 99.97%

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