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 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 416'405 104'490 6'246 CHF 2'612 CHF 12.50% 102.68%
16.12.2025 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% 118.44%
15.12.2025 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 10'000 CHF 4'070 CHF 19.67% 109.91%
12.12.2025 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% 108.30%
10.12.2025 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'625 CHF 5'478 CHF 19.67% 109.84%
09.12.2025 36.67% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'000 CHF 5'320 CHF 19.67% 110.09%
08.12.2025 33.38% 0.03 CHF 0.04 CHF 1'000'000 250'000 554'166 138'342 13'820 CHF 4'833 CHF 108.90% 108.90%
05.12.2025 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'625 CHF 5'478 CHF 19.67% 110.08%
03.12.2025 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% 116.37%
02.12.2025 33.85% 0.03 CHF 0.04 CHF 1'000'000 250'000 283'129 71'260 6'982 CHF 2'470 CHF 10.29% 100.98%

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