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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 12'500 CHF 4'695 CHF 19.67% 109.50%
02.12.2025 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% 110.07%
28.11.2025 28.31% 0.03 CHF 0.04 CHF 1'000'000 250'000 565'935 140'975 17'162 CHF 5'685 CHF 99.43% 99.43%
27.11.2025 28.43% 0.04 CHF 0.05 CHF 500'000 125'000 505'592 126'403 15'267 CHF 5'081 CHF 90.95% 90.95%
26.11.2025 24.14% 0.04 CHF 0.05 CHF 1'000'000 250'000 980'588 250'000 35'859 CHF 11'644 CHF 92.13% 92.13%
25.11.2025 24.44% 0.03 CHF 0.04 CHF 1'000'000 250'000 983'115 250'000 35'572 CHF 11'552 CHF 98.76% 98.76%
24.11.2025 24.07% 0.05 CHF 0.06 CHF 1'000'000 250'000 984'527 250'000 36'312 CHF 11'714 CHF 99.42% 99.42%
21.11.2025 30.68% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'797 250'000 27'747 CHF 9'483 CHF 98.52% 98.52%
20.11.2025 23.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 38'171 CHF 12'043 CHF 99.42% 99.42%
19.11.2025 28.54% 0.04 CHF 0.05 CHF 1'000'000 250'000 985'624 250'000 29'998 CHF 10'098 CHF 99.41% 99.41%

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