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 21.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 25'625 CHF 7'983 CHF 19.67% 118.00%
02.12.2025 19.44% 0.06 CHF 0.07 CHF 925'000 475'000 587'500 269'000 30'438 CHF 17'013 CHF 19.67% 110.36%
28.11.2025 23.18% 0.04 CHF 0.05 CHF 1'000'000 250'000 567'090 141'259 21'609 CHF 6'797 CHF 99.44% 99.44%
27.11.2025 22.22% 0.04 CHF 0.05 CHF 500'000 125'000 505'488 126'380 20'220 CHF 6'319 CHF 90.85% 90.85%
26.11.2025 20.37% 0.05 CHF 0.06 CHF 1'000'000 250'000 985'409 274'171 43'644 CHF 14'979 CHF 96.93% 96.93%
25.11.2025 23.01% 0.04 CHF 0.05 CHF 1'000'000 250'000 991'696 250'000 38'295 CHF 12'157 CHF 98.75% 98.75%
24.11.2025 25.04% 0.04 CHF 0.05 CHF 1'000'000 250'000 982'493 250'000 34'331 CHF 11'242 CHF 99.44% 99.44%
21.11.2025 28.67% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'670 256'576 29'968 CHF 10'307 CHF 98.50% 98.50%
20.11.2025 19.16% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 397'586 47'417 CHF 23'006 CHF 99.42% 99.42%
19.11.2025 20.75% 0.04 CHF 0.05 CHF 1'000'000 250'000 958'136 328'929 42'511 CHF 18'734 CHF 99.42% 99.42%

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