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 28.57% 0.03 CHF 0.04 CHF 400'000 100'000 250'000 62'500 7'500 CHF 2'500 CHF 19.67% 110.01%
02.12.2025 25.00% 0.04 CHF 0.05 CHF 400'000 100'000 250'000 62'500 8'750 CHF 2'813 CHF 19.67% 107.04%
28.11.2025 23.42% 0.05 CHF 0.06 CHF 400'000 100'000 231'826 57'865 9'254 CHF 2'888 CHF 99.43% 99.43%
27.11.2025 27.53% 0.03 CHF 0.04 CHF 200'000 50'000 203'559 50'890 6'436 CHF 2'118 CHF 91.72% 91.72%
26.11.2025 19.06% 0.05 CHF 0.06 CHF 1'000'000 250'000 998'389 373'706 47'526 CHF 21'771 CHF 98.52% 98.52%
25.11.2025 19.95% 0.05 CHF 0.06 CHF 1'000'000 250'000 991'754 270'653 44'864 CHF 15'056 CHF 98.76% 98.76%
24.11.2025 20.51% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 287'130 44'015 CHF 15'733 CHF 99.42% 99.42%
21.11.2025 19.76% 0.03 CHF 0.04 CHF 1'000'000 250'000 973'558 408'335 46'068 CHF 24'231 CHF 98.50% 98.50%
20.11.2025 13.56% 0.05 CHF 0.06 CHF 850'000 425'000 717'261 371'872 49'421 CHF 29'370 CHF 99.42% 99.42%
19.11.2025 11.58% 0.07 CHF 0.08 CHF 625'000 325'000 616'620 315'344 50'230 CHF 28'824 CHF 99.44% 99.44%

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