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 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 10'000 CHF 4'070 CHF 19.67% 109.88%
02.12.2025 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% 109.87%
28.11.2025 29.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 567'332 141'321 16'730 CHF 5'580 CHF 99.44% 99.44%
27.11.2025 33.09% 0.03 CHF 0.04 CHF 500'000 125'000 505'420 126'342 12'784 CHF 4'459 CHF 90.96% 90.96%
26.11.2025 41.47% 0.04 CHF 0.05 CHF 1'000'000 250'000 989'556 250'000 34'271 CHF 13'179 CHF 95.57% 95.57%
25.11.2025 101.42% 0.02 CHF 0.06 CHF 1'000'000 250'000 984'627 250'000 19'278 CHF 14'889 CHF 98.77% 98.77%
24.11.2025 111.70% 0.02 CHF 0.06 CHF 1'000'000 250'000 985'352 250'000 15'795 CHF 14'004 CHF 99.41% 99.41%
21.11.2025 104.38% 0.02 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 18'525 CHF 14'631 CHF 98.49% 98.49%
20.11.2025 57.95% 0.03 CHF 0.07 CHF 1'000'000 250'000 913'364 417'425 46'117 CHF 38'718 CHF 99.42% 99.42%
19.11.2025 52.46% 0.05 CHF 0.09 CHF 925'000 475'000 885'806 447'860 49'818 CHF 43'096 CHF 99.42% 99.42%

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