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 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 25'000 CHF 7'825 CHF 19.67% 109.50%
02.12.2025 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 405'838 101'856 16'234 CHF 5'093 CHF 12.41% 102.51%
28.11.2025 20.28% 0.05 CHF 0.06 CHF 1'000'000 250'000 578'403 144'449 25'404 CHF 7'789 CHF 99.42% 99.42%
27.11.2025 19.83% 0.05 CHF 0.06 CHF 500'000 125'000 536'344 134'088 24'371 CHF 7'434 CHF 97.05% 97.05%
26.11.2025 21.83% 0.05 CHF 0.06 CHF 1'000'000 250'000 996'808 250'000 40'762 CHF 12'722 CHF 98.50% 98.50%
25.11.2025 30.40% 0.04 CHF 0.05 CHF 1'000'000 250'000 974'126 250'000 27'584 CHF 9'590 CHF 98.78% 98.78%
24.11.2025 26.18% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'351 CHF 10'838 CHF 99.42% 99.42%
21.11.2025 25.75% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'166 CHF 11'042 CHF 98.52% 98.52%
20.11.2025 21.95% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'669 CHF 12'667 CHF 99.42% 99.42%
19.11.2025 22.50% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 39'513 CHF 12'378 CHF 99.42% 99.42%

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