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
03.12.2025 33.33% 0.03 CHF 0.04 CHF 400'000 100'000 250'000 62'500 6'250 CHF 2'188 CHF 19.67% 110.85%
02.12.2025 29.17% 0.03 CHF 0.04 CHF 400'000 100'000 250'000 62'500 6'750 CHF 2'313 CHF 19.67% 110.01%
28.11.2025 22.03% 0.04 CHF 0.05 CHF 400'000 100'000 226'568 56'407 9'214 CHF 2'857 CHF 99.42% 99.42%
27.11.2025 20.00% 0.05 CHF 0.06 CHF 200'000 50'000 203'383 50'845 9'152 CHF 2'797 CHF 91.46% 91.46%
26.11.2025 21.62% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 256'584 41'354 CHF 13'168 CHF 99.19% 99.19%
25.11.2025 15.53% 0.06 CHF 0.07 CHF 1'000'000 500'000 841'980 427'339 49'992 CHF 29'658 CHF 98.75% 98.75%
24.11.2025 13.63% 0.06 CHF 0.07 CHF 775'000 400'000 721'952 382'385 49'418 CHF 30'003 CHF 99.42% 99.42%
21.11.2025 10.43% 0.10 CHF 0.11 CHF 500'000 500'000 569'137 364'958 51'698 CHF 37'361 CHF 98.50% 98.50%
20.11.2025 17.08% 0.05 CHF 0.06 CHF 1'000'000 500'000 930'268 472'758 49'863 CHF 30'089 CHF 99.41% 99.41%
19.11.2025 14.04% 0.07 CHF 0.08 CHF 775'000 400'000 754'693 391'880 50'000 CHF 29'880 CHF 99.42% 99.42%

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