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 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% 111.08%
02.12.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 9'375 CHF 3'913 CHF 19.67% 110.16%
28.11.2025 49.76% 0.02 CHF 0.03 CHF 1'000'000 250'000 565'693 140'909 8'596 CHF 3'550 CHF 99.42% 99.42%
27.11.2025 50.00% 0.02 CHF 0.03 CHF 500'000 125'000 493'739 123'437 7'406 CHF 3'086 CHF 94.37% 94.37%
26.11.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.41% 99.41%
25.11.2025 50.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 982'797 250'000 14'738 CHF 6'249 CHF 98.74% 98.74%
24.11.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 983'748 250'000 14'756 CHF 6'250 CHF 99.41% 99.41%
21.11.2025 48.22% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'954 250'000 15'812 CHF 6'482 CHF 98.48% 98.48%
20.11.2025 39.46% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'407 CHF 7'602 CHF 99.42% 99.42%
19.11.2025 39.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'320 250'000 19'902 CHF 7'553 CHF 99.41% 99.41%

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