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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 416'682 104'559 10'417 CHF 3'660 CHF 12.51% 102.76%
16.12.2025 34.59% 0.03 CHF 0.04 CHF 1'000'000 250'000 444'351 111'458 10'873 CHF 3'841 CHF 13.27% 112.07%
15.12.2025 30.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 16'250 CHF 5'635 CHF 19.67% 110.02%
12.12.2025 26.79% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 19'375 CHF 6'418 CHF 19.67% 116.39%
10.12.2025 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 257'015 64'749 8'996 CHF 2'914 CHF 9.93% 109.44%
09.12.2025 23.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 24'375 CHF 7'668 CHF 19.67% 110.10%
08.12.2025 24.05% 0.04 CHF 0.05 CHF 1'000'000 250'000 534'391 133'395 19'534 CHF 6'210 CHF 115.78% 115.78%
05.12.2025 23.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 22'500 CHF 7'200 CHF 19.67% 109.94%
03.12.2025 20.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 408'849 102'606 17'191 CHF 5'341 CHF 12.48% 110.91%
02.12.2025 23.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 24'375 CHF 7'668 CHF 19.67% 110.14%

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