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 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% 109.54%
02.12.2025 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 15'625 CHF 5'478 CHF 19.67% 110.05%
28.11.2025 22.23% 0.04 CHF 0.05 CHF 1'000'000 250'000 567'801 141'439 22'708 CHF 7'071 CHF 99.42% 99.42%
27.11.2025 22.22% 0.04 CHF 0.05 CHF 500'000 125'000 491'707 122'966 19'668 CHF 6'148 CHF 97.08% 97.08%
26.11.2025 24.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'846 250'000 36'583 CHF 11'700 CHF 97.44% 97.44%
25.11.2025 22.12% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'623 CHF 12'656 CHF 98.75% 98.75%
24.11.2025 22.01% 0.04 CHF 0.05 CHF 1'000'000 250'000 989'676 257'749 40'075 CHF 13'024 CHF 99.42% 99.42%
21.11.2025 15.16% 0.05 CHF 0.06 CHF 925'000 475'000 810'757 412'555 49'556 CHF 29'388 CHF 98.50% 98.50%
20.11.2025 10.01% 0.09 CHF 0.10 CHF 575'000 300'000 540'330 411'439 51'307 CHF 43'701 CHF 99.43% 99.43%
19.11.2025 15.48% 0.07 CHF 0.08 CHF 725'000 375'000 844'680 432'759 50'296 CHF 30'103 CHF 99.42% 99.42%

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