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 19.09% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 30'625 CHF 9'233 CHF 19.67% 109.94%
02.12.2025 24.29% 0.05 CHF 0.06 CHF 1'000'000 250'000 625'000 156'500 26'250 CHF 8'135 CHF 19.67% 110.37%
28.11.2025 27.92% 0.04 CHF 0.05 CHF 1'000'000 250'000 583'590 145'781 18'220 CHF 6'010 CHF 94.81% 94.81%
27.11.2025 31.90% 0.03 CHF 0.04 CHF 500'000 125'000 494'569 123'646 13'088 CHF 4'509 CHF 94.27% 94.27%
26.11.2025 28.16% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'296 250'000 30'409 CHF 10'145 CHF 94.68% 94.68%
25.11.2025 29.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'665 250'000 29'019 CHF 9'799 CHF 98.75% 98.75%
24.11.2025 27.80% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'560 250'000 30'670 CHF 10'269 CHF 99.42% 99.42%
21.11.2025 25.27% 0.02 CHF 0.03 CHF 1'000'000 250'000 999'336 251'991 34'981 CHF 11'341 CHF 98.48% 98.48%
20.11.2025 16.34% 0.05 CHF 0.06 CHF 925'000 475'000 883'686 444'906 49'679 CHF 29'521 CHF 99.42% 99.42%
19.11.2025 14.24% 0.06 CHF 0.07 CHF 850'000 425'000 766'252 394'918 50'022 CHF 29'744 CHF 99.42% 99.42%

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