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 3'750 CHF 2'505 CHF 19.67% 109.57%
02.12.2025 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% 109.93%
28.11.2025 53.51% 0.01 CHF 0.02 CHF 1'000'000 250'000 565'942 140'978 7'492 CHF 3'277 CHF 99.42% 99.42%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 491'707 122'925 7'376 CHF 3'073 CHF 97.08% 97.08%
26.11.2025 66.58% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'863 250'000 9'966 CHF 5'007 CHF 97.45% 97.45%
25.11.2025 53.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 14'100 CHF 6'025 CHF 98.75% 98.75%
24.11.2025 65.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'273 250'000 10'150 CHF 5'057 CHF 99.42% 99.42%
21.11.2025 41.17% 0.02 CHF 0.03 CHF 1'000'000 250'000 991'529 250'000 19'500 CHF 7'411 CHF 98.49% 98.49%
20.11.2025 26.21% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 33'831 CHF 10'958 CHF 99.42% 99.42%
19.11.2025 49.76% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'566 250'000 14'879 CHF 6'280 CHF 99.42% 99.42%

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