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 66.92% 0.01 CHF 0.02 CHF 1'000'000 250'000 549'445 137'077 5'456 CHF 2'732 CHF 109.70% 109.70%
02.12.2025 53.40% 0.01 CHF 0.02 CHF 1'000'000 250'000 549'989 137'266 7'330 CHF 3'202 CHF 109.94% 109.94%
28.11.2025 59.73% 0.01 CHF 0.02 CHF 1'000'000 250'000 567'812 141'434 7'105 CHF 3'184 CHF 99.42% 99.42%
27.11.2025 51.15% 0.02 CHF 0.03 CHF 500'000 125'000 531'168 132'792 7'677 CHF 3'247 CHF 94.58% 94.58%
26.11.2025 41.63% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'186 CHF 7'297 CHF 99.42% 99.42%
25.11.2025 40.21% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'894 CHF 7'473 CHF 98.75% 98.75%
24.11.2025 39.71% 0.02 CHF 0.03 CHF 1'000'000 250'000 983'377 250'000 19'889 CHF 7'559 CHF 99.41% 99.41%
21.11.2025 36.18% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'112 250'000 22'629 CHF 8'217 CHF 98.51% 98.51%
20.11.2025 39.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'059 CHF 7'515 CHF 99.42% 99.42%
19.11.2025 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'995 250'000 19'700 CHF 7'500 CHF 99.42% 99.42%

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