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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 625'000 156'500 3'125 CHF 2'348 CHF 19.67% 109.39%
02.12.2025 107.89% 0.01 CHF 0.02 CHF 1'000'000 250'000 608'566 152'403 2'918 CHF 2'286 CHF 18.84% 108.90%
28.11.2025 113.17% 0.01 CHF 0.02 CHF 1'000'000 250'000 578'483 144'463 2'485 CHF 2'166 CHF 99.42% 99.42%
27.11.2025 115.85% 0.00 CHF 0.02 CHF 500'000 125'000 499'242 124'817 1'995 CHF 1'872 CHF 91.60% 91.60%
26.11.2025 167.01% 0.00 CHF 0.01 CHF 500'000 125'000 442'032 116'185 497 CHF 1'487 CHF 83.46% 83.46%
25.11.2025 180.95% 0.00 CHF 0.02 CHF 200'000 50'000 194'832 50'000 195 CHF 1'000 CHF 98.75% 98.75%
24.11.2025 180.95% 0.00 CHF 0.02 CHF 200'000 50'000 200'000 50'000 200 CHF 1'000 CHF 99.41% 99.41%
21.11.2025 180.95% 0.00 CHF 0.02 CHF 200'000 50'000 200'000 50'000 200 CHF 1'000 CHF 98.49% 98.49%
20.11.2025 180.95% 0.00 CHF 0.02 CHF 200'000 50'000 200'000 50'000 200 CHF 1'000 CHF 99.42% 99.42%
19.11.2025 152.73% 0.00 CHF 0.02 CHF 200'000 50'000 200'000 50'000 669 CHF 1'195 CHF 99.41% 99.41%

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