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 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 21'875 CHF 7'043 CHF 19.67% 109.57%
02.12.2025 26.79% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 21'250 CHF 6'885 CHF 19.67% 110.88%
28.11.2025 27.95% 0.04 CHF 0.05 CHF 1'000'000 250'000 578'817 144'603 18'281 CHF 6'013 CHF 99.42% 99.42%
27.11.2025 30.23% 0.03 CHF 0.04 CHF 500'000 125'000 536'030 134'014 15'209 CHF 5'143 CHF 97.10% 97.10%
26.11.2025 26.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'546 250'000 33'088 CHF 10'828 CHF 98.85% 98.85%
25.11.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 974'056 250'000 29'223 CHF 10'000 CHF 98.75% 98.75%
24.11.2025 24.75% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'473 CHF 11'368 CHF 99.41% 99.41%
21.11.2025 20.66% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 266'341 43'704 CHF 14'350 CHF 98.52% 98.52%
20.11.2025 14.84% 0.05 CHF 0.06 CHF 850'000 425'000 804'168 411'185 50'231 CHF 29'815 CHF 99.42% 99.42%
19.11.2025 11.93% 0.08 CHF 0.09 CHF 675'000 350'000 635'634 330'313 50'110 CHF 29'344 CHF 99.42% 99.42%

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