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
17.12.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 416'410 104'491 4'164 CHF 2'090 CHF 12.50% 102.82%
16.12.2025 58.33% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 8'750 CHF 3'755 CHF 19.67% 118.45%
15.12.2025 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% 110.08%
12.12.2025 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% 108.38%
10.12.2025 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% 109.99%
09.12.2025 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 11'875 CHF 4'538 CHF 19.67% 109.89%
08.12.2025 40.44% 0.02 CHF 0.03 CHF 1'000'000 250'000 553'460 138'136 10'848 CHF 4'089 CHF 108.74% 108.74%
05.12.2025 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% 110.04%
03.12.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 548'717 136'896 10'974 CHF 4'107 CHF 109.59% 109.59%
02.12.2025 42.93% 0.02 CHF 0.03 CHF 1'000'000 250'000 568'725 141'867 10'749 CHF 4'099 CHF 103.38% 103.38%

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