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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 416'366 104'480 8'327 CHF 3'134 CHF 12.50% 102.86%
16.12.2025 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% 118.45%
15.12.2025 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% 109.93%
12.12.2025 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 624'975 156'494 15'625 CHF 5'477 CHF 19.67% 108.39%
10.12.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 18'750 CHF 6'260 CHF 19.67% 109.89%
09.12.2025 30.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 18'125 CHF 6'103 CHF 19.67% 109.90%
08.12.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 552'989 138'080 16'591 CHF 5'524 CHF 108.69% 108.69%
05.12.2025 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% 110.07%
03.12.2025 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% 109.74%
02.12.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 18'750 CHF 6'260 CHF 19.67% 117.60%

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