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 1'000'000 250'000 550'475 137'374 5'505 CHF 2'747 CHF 109.71% 109.71%
02.12.2025 53.16% 0.01 CHF 0.02 CHF 1'000'000 250'000 550'492 137'390 7'309 CHF 3'198 CHF 110.06% 110.06%
28.11.2025 53.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 566'078 141'017 7'483 CHF 3'276 CHF 99.42% 99.42%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 492'210 123'053 7'383 CHF 3'076 CHF 96.63% 96.63%
26.11.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.42% 99.42%
25.11.2025 41.10% 0.02 CHF 0.03 CHF 1'000'000 250'000 986'931 250'000 19'215 CHF 7'367 CHF 98.75% 98.75%
24.11.2025 34.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 986'006 250'000 24'107 CHF 8'612 CHF 99.41% 99.41%
21.11.2025 34.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'512 CHF 8'628 CHF 98.49% 98.49%
20.11.2025 41.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 981'798 250'000 18'963 CHF 7'318 CHF 99.42% 99.42%
19.11.2025 49.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'709 250'000 14'959 CHF 6'265 CHF 99.42% 99.42%

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