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 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% 109.37%
02.12.2025 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% 109.74%
28.11.2025 64.86% 0.02 CHF 0.03 CHF 1'000'000 250'000 578'484 144'464 6'326 CHF 3'025 CHF 99.42% 99.42%
27.11.2025 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 499'246 124'816 4'992 CHF 2'496 CHF 91.60% 91.60%
26.11.2025 84.53% 0.01 CHF 0.02 CHF 500'000 125'000 462'316 117'373 4'106 CHF 2'477 CHF 96.45% 96.45%
25.11.2025 133.33% 0.01 CHF 0.03 CHF 200'000 50'000 194'837 50'000 974 CHF 1'250 CHF 98.75% 98.75%
24.11.2025 129.57% 0.01 CHF 0.03 CHF 200'000 50'000 200'000 50'000 1'113 CHF 1'278 CHF 99.41% 99.41%
21.11.2025 129.26% 0.01 CHF 0.03 CHF 200'000 50'000 200'000 50'000 1'122 CHF 1'281 CHF 98.51% 98.51%
20.11.2025 100.10% 0.01 CHF 0.03 CHF 200'000 50'000 200'000 50'000 1'997 CHF 1'499 CHF 99.42% 99.42%
19.11.2025 99.72% 0.01 CHF 0.03 CHF 200'000 50'000 200'000 50'000 2'015 CHF 1'504 CHF 99.42% 99.42%

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