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 20.20% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 30'000 CHF 9'075 CHF 19.67% 112.11%
02.12.2025 30.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 18'125 CHF 6'103 CHF 19.67% 109.97%
28.11.2025 32.78% 0.03 CHF 0.04 CHF 1'000'000 250'000 566'662 141'154 14'707 CHF 5'074 CHF 99.42% 99.42%
27.11.2025 33.33% 0.03 CHF 0.04 CHF 500'000 125'000 493'750 123'440 12'344 CHF 4'320 CHF 94.36% 94.36%
26.11.2025 34.12% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'409 CHF 8'602 CHF 99.41% 99.41%
25.11.2025 34.54% 0.02 CHF 0.03 CHF 1'000'000 250'000 983'061 250'000 23'695 CHF 8'525 CHF 98.75% 98.75%
24.11.2025 33.52% 0.03 CHF 0.04 CHF 1'000'000 250'000 983'776 250'000 24'454 CHF 8'715 CHF 99.41% 99.41%
21.11.2025 34.62% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'803 250'000 23'881 CHF 8'508 CHF 98.49% 98.49%
20.11.2025 28.36% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'300 CHF 10'075 CHF 99.42% 99.42%
19.11.2025 28.47% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'348 250'000 29'707 CHF 10'038 CHF 99.41% 99.41%

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