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 49.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 447'770 112'311 6'720 CHF 2'809 CHF 13.35% 60.30%
02.12.2025 42.32% 0.02 CHF 0.03 CHF 1'000'000 250'000 415'946 104'376 8'028 CHF 3'058 CHF 12.63% 110.71%
28.11.2025 37.80% 0.03 CHF 0.04 CHF 1'000'000 250'000 565'507 140'910 12'636 CHF 4'554 CHF 99.42% 99.42%
27.11.2025 39.56% 0.02 CHF 0.03 CHF 500'000 125'000 493'408 123'352 10'000 CHF 3'734 CHF 93.92% 93.92%
26.11.2025 29.20% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'345 CHF 9'836 CHF 98.97% 98.97%
25.11.2025 29.28% 0.03 CHF 0.04 CHF 1'000'000 250'000 983'917 250'000 28'822 CHF 9'816 CHF 98.76% 98.76%
24.11.2025 26.24% 0.03 CHF 0.04 CHF 1'000'000 250'000 984'920 250'000 32'945 CHF 10'868 CHF 99.41% 99.41%
21.11.2025 27.98% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'856 CHF 10'214 CHF 98.50% 98.50%
20.11.2025 21.86% 0.04 CHF 0.05 CHF 1'000'000 250'000 991'069 250'000 40'464 CHF 12'709 CHF 99.42% 99.42%
19.11.2025 28.37% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'984 250'000 29'856 CHF 10'070 CHF 99.42% 99.42%

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