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 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.37% 99.37%
02.12.2025 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.37% 99.37%
28.11.2025 47.09% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'569 248'895 16'477 CHF 6'612 CHF 62.50% 62.50%
27.11.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 98.70% 98.70%
26.11.2025 30.08% 0.03 CHF 0.04 CHF 1'000'000 250'000 997'783 250'000 28'348 CHF 9'604 CHF 98.41% 98.41%
25.11.2025 30.30% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'282 CHF 9'571 CHF 99.14% 99.14%
24.11.2025 25.85% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 33'806 CHF 10'952 CHF 99.29% 99.29%
21.11.2025 18.26% 0.04 CHF 0.05 CHF 1'000'000 250'000 954'730 400'478 47'896 CHF 24'700 CHF 99.15% 99.15%
20.11.2025 17.46% 0.05 CHF 0.06 CHF 1'000'000 500'000 950'775 449'246 49'821 CHF 28'256 CHF 99.32% 99.32%
19.11.2025 21.55% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 41'570 CHF 12'893 CHF 99.35% 99.35%

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