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 83.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'750 CHF 2'505 CHF 19.67% 109.44%
02.12.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 9'375 CHF 3'913 CHF 19.67% 109.64%
28.11.2025 50.10% 0.02 CHF 0.03 CHF 1'000'000 250'000 578'549 144'502 8'654 CHF 3'607 CHF 99.44% 99.44%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 491'470 122'868 7'372 CHF 3'072 CHF 97.07% 97.07%
26.11.2025 49.80% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'102 CHF 6'276 CHF 99.17% 99.17%
25.11.2025 45.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 974'089 250'000 17'044 CHF 6'858 CHF 98.75% 98.75%
24.11.2025 40.24% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'879 CHF 7'470 CHF 99.41% 99.41%
21.11.2025 39.38% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 20'514 CHF 7'628 CHF 98.49% 98.49%
20.11.2025 48.35% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'824 CHF 6'456 CHF 99.41% 99.41%
19.11.2025 40.23% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'887 CHF 7'472 CHF 99.42% 99.42%

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