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 1'000'000 250'000 416'492 104'512 4'165 CHF 2'090 CHF 12.50% 102.93%
16.12.2025 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 6'250 CHF 3'130 CHF 19.67% 118.44%
15.12.2025 58.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 6'875 CHF 3'288 CHF 19.67% 110.02%
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% 108.26%
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% 109.59%
08.12.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 12'500 CHF 4'695 CHF 18.54% 108.78%
05.12.2025 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%
03.12.2025 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% 109.73%
02.12.2025 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% 116.47%

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