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
24.04.2025 19.86% 0.05 CHF 0.06 CHF 1'000'000 250'000 978'526 270'708 44'385 CHF 15'068 CHF 99.78% 99.78%
23.04.2025 19.32% 0.06 CHF 0.07 CHF 250'000 250'000 959'703 317'288 44'799 CHF 18'315 CHF 91.45% 91.45%
22.04.2025 26.57% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 32'805 CHF 10'701 CHF 99.79% 99.79%
17.04.2025 21.80% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 40'944 CHF 12'736 CHF 99.60% 99.60%
16.04.2025 22.79% 0.04 CHF 0.05 CHF 1'000'000 250'000 987'569 250'000 38'581 CHF 12'263 CHF 99.44% 99.44%
15.04.2025 25.78% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'963 CHF 10'991 CHF 99.77% 99.77%
14.04.2025 20.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'393 297'920 43'416 CHF 16'363 CHF 99.78% 99.78%
11.04.2025 20.69% 0.05 CHF 0.06 CHF 1'000'000 250'000 976'300 295'423 42'747 CHF 16'245 CHF 99.54% 99.54%
10.04.2025 11.28% 0.07 CHF 0.08 CHF 725'000 375'000 603'362 354'186 50'795 CHF 34'155 CHF 99.75% 99.75%
09.04.2025 10.19% 0.10 CHF 0.11 CHF 575'000 300'000 548'313 359'999 51'079 CHF 37'893 CHF 99.72% 99.72%

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