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 34.29% 0.02 CHF 0.03 CHF 1'000'000 250'000 625'000 156'500 13'750 CHF 5'010 CHF 19.67% 113.29%
02.12.2025 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% 110.11%
28.11.2025 22.31% 0.05 CHF 0.06 CHF 1'000'000 250'000 565'829 140'945 22'603 CHF 7'042 CHF 99.42% 99.42%
27.11.2025 21.69% 0.04 CHF 0.05 CHF 500'000 125'000 491'387 122'849 20'256 CHF 6'293 CHF 96.75% 96.75%
26.11.2025 22.78% 0.04 CHF 0.05 CHF 1'000'000 250'000 986'221 250'000 38'456 CHF 12'252 CHF 97.75% 97.75%
25.11.2025 23.94% 0.05 CHF 0.06 CHF 1'000'000 250'000 986'112 253'451 36'420 CHF 11'907 CHF 98.75% 98.75%
24.11.2025 20.91% 0.05 CHF 0.06 CHF 1'000'000 500'000 986'035 279'065 42'503 CHF 14'971 CHF 99.41% 99.41%
21.11.2025 18.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'259 433'971 48'383 CHF 25'647 CHF 98.49% 98.49%
20.11.2025 14.23% 0.06 CHF 0.07 CHF 775'000 400'000 753'288 391'732 49'221 CHF 29'524 CHF 99.42% 99.42%
19.11.2025 13.42% 0.07 CHF 0.08 CHF 775'000 400'000 717'290 372'989 49'886 CHF 29'672 CHF 99.42% 99.42%

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