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 1'000'000 250'000 625'000 156'500 12'500 CHF 4'695 CHF 19.67% 109.74%
02.12.2025 36.67% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 13'125 CHF 4'853 CHF 19.67% 110.13%
28.11.2025 32.48% 0.03 CHF 0.04 CHF 1'000'000 250'000 565'821 140'942 14'700 CHF 5'069 CHF 99.42% 99.42%
27.11.2025 28.57% 0.03 CHF 0.04 CHF 500'000 125'000 492'609 123'153 14'778 CHF 4'926 CHF 96.37% 96.37%
26.11.2025 23.32% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 38'046 CHF 12'011 CHF 99.42% 99.42%
25.11.2025 22.54% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 256'289 39'501 CHF 12'723 CHF 98.75% 98.75%
24.11.2025 19.48% 0.05 CHF 0.06 CHF 1'000'000 500'000 983'398 385'195 45'932 CHF 22'205 CHF 99.41% 99.41%
21.11.2025 15.85% 0.05 CHF 0.06 CHF 1'000'000 500'000 872'719 438'456 50'732 CHF 29'867 CHF 98.50% 98.50%
20.11.2025 16.94% 0.05 CHF 0.06 CHF 1'000'000 500'000 937'739 479'246 50'687 CHF 30'706 CHF 99.42% 99.42%
19.11.2025 18.10% 0.06 CHF 0.07 CHF 925'000 475'000 971'800 448'815 49'026 CHF 27'318 CHF 99.42% 99.42%

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