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 83.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 5'625 CHF 2'973 CHF 19.67% 109.70%
02.12.2025 77.63% 0.01 CHF 0.02 CHF 1'000'000 250'000 370'119 92'950 2'689 CHF 1'606 CHF 11.71% 106.34%
28.11.2025 51.47% 0.01 CHF 0.02 CHF 1'000'000 250'000 566'290 141'070 8'054 CHF 3'417 CHF 99.42% 99.42%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 491'469 122'871 7'372 CHF 3'072 CHF 97.10% 97.10%
26.11.2025 63.22% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'289 250'000 10'956 CHF 5'258 CHF 99.40% 99.40%
25.11.2025 63.30% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'011 CHF 5'253 CHF 98.75% 98.75%
24.11.2025 50.78% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 14'816 CHF 6'204 CHF 99.41% 99.41%
21.11.2025 46.82% 0.02 CHF 0.03 CHF 1'000'000 250'000 983'335 250'000 16'256 CHF 6'647 CHF 98.49% 98.49%
20.11.2025 31.30% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 27'794 CHF 9'449 CHF 99.41% 99.41%
19.11.2025 66.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'081 250'000 10'102 CHF 5'045 CHF 99.41% 99.41%

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