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
08.12.2025 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 11'875 CHF 4'538 CHF 18.53% 108.57%
05.12.2025 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 10'000 CHF 4'070 CHF 19.67% 110.05%
03.12.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 12'500 CHF 4'695 CHF 19.67% 109.46%
02.12.2025 34.58% 0.02 CHF 0.03 CHF 1'000'000 250'000 549'442 137'105 12'798 CHF 4'564 CHF 109.65% 109.65%
28.11.2025 32.03% 0.03 CHF 0.04 CHF 1'000'000 250'000 580'238 144'882 15'883 CHF 5'415 CHF 99.42% 99.42%
27.11.2025 32.74% 0.03 CHF 0.04 CHF 500'000 125'000 492'556 123'142 12'624 CHF 4'388 CHF 96.54% 96.54%
26.11.2025 31.08% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'722 250'000 27'254 CHF 9'359 CHF 98.65% 98.65%
25.11.2025 32.76% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'602 CHF 8'900 CHF 98.74% 98.74%
24.11.2025 30.23% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'262 CHF 9'565 CHF 99.41% 99.41%
21.11.2025 20.66% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 255'231 43'549 CHF 13'691 CHF 98.49% 98.49%

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