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 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 28'125 CHF 8'608 CHF 19.67% 109.65%
02.12.2025 19.09% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 28'750 CHF 8'765 CHF 19.67% 110.36%
28.11.2025 16.77% 0.04 CHF 0.05 CHF 1'000'000 250'000 526'043 211'777 27'950 CHF 13'726 CHF 99.43% 99.43%
27.11.2025 13.02% 0.07 CHF 0.08 CHF 363'000 188'000 349'169 180'859 25'082 CHF 14'800 CHF 94.24% 94.24%
26.11.2025 10.32% 0.09 CHF 0.10 CHF 600'000 300'000 555'919 357'729 51'111 CHF 36'935 CHF 98.76% 98.76%
25.11.2025 7.51% 0.12 CHF 0.13 CHF 475'000 475'000 402'459 402'459 51'582 CHF 55'606 CHF 98.76% 98.76%
24.11.2025 5.13% 0.15 CHF 0.16 CHF 325'000 325'000 270'581 270'581 51'369 CHF 54'075 CHF 99.42% 99.42%
21.11.2025 3.91% 0.23 CHF 0.24 CHF 225'000 225'000 212'754 212'754 53'505 CHF 55'632 CHF 98.53% 98.53%
20.11.2025 6.14% 0.15 CHF 0.16 CHF 375'000 375'000 331'426 331'426 52'269 CHF 55'583 CHF 99.43% 99.43%
19.11.2025 6.00% 0.16 CHF 0.17 CHF 350'000 350'000 323'758 323'758 52'338 CHF 55'576 CHF 99.43% 99.43%

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