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 83.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 185'341 10'000 CHF 4'353 CHF 6.07% 39.14%
02.12.2025 83.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 185'329 10'000 CHF 4'353 CHF 6.07% 59.68%
28.11.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.19% 99.19%
27.11.2025 60.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'478 CHF 5'620 CHF 99.36% 99.36%
26.11.2025 33.89% 0.02 CHF 0.03 CHF 1'000'000 250'000 761'232 250'000 19'233 CHF 8'836 CHF 99.37% 99.37%
25.11.2025 30.87% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 21'152 CHF 9'551 CHF 99.26% 99.26%
24.11.2025 31.28% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 21'092 CHF 9'531 CHF 99.12% 99.12%
21.11.2025 21.34% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 31'633 CHF 13'044 CHF 99.35% 99.35%
20.11.2025 28.15% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 23'704 CHF 10'401 CHF 99.37% 99.37%
19.11.2025 17.40% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 39'602 CHF 15'701 CHF 99.34% 99.34%

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