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
19.12.2025 39.51% 0.03 CHF 0.04 CHF 1'736'300 1'736'300 467'243 467'243 10'442 CHF 15'132 CHF 11.26% 61.46%
17.12.2025 40.00% 0.02 CHF 0.03 CHF 1'719'600 1'719'600 457'948 457'948 9'159 CHF 13'739 CHF 11.20% 77.35%
16.12.2025 40.00% 0.02 CHF 0.03 CHF 1'761'400 1'761'400 477'936 477'936 9'559 CHF 14'338 CHF 11.21% 102.00%
15.12.2025 39.16% 0.03 CHF 0.04 CHF 1'699'100 1'699'100 457'753 457'753 10'223 CHF 14'800 CHF 11.24% 94.41%
12.12.2025 40.00% 0.02 CHF 0.03 CHF 1'849'800 1'849'800 491'973 491'973 9'839 CHF 14'759 CHF 11.20% 108.35%
10.12.2025 40.78% 0.02 CHF 0.03 CHF 2'029'300 2'029'300 1'131'310 1'131'310 22'626 CHF 33'967 CHF 61.45% 61.45%
09.12.2025 43.44% 0.02 CHF 0.03 CHF 2'080'900 2'080'900 924'078 924'078 17'483 CHF 26'744 CHF 101.27% 101.27%
08.12.2025 40.00% 0.02 CHF 0.03 CHF 2'071'300 2'071'300 555'714 555'714 11'114 CHF 16'671 CHF 11.21% 101.77%
05.12.2025 40.00% 0.02 CHF 0.03 CHF 1'960'600 1'960'600 524'916 524'916 10'498 CHF 15'748 CHF 11.22% 61.36%
03.12.2025 48.84% 0.02 CHF 0.03 CHF 2'162'400 2'162'400 529'111 529'111 8'968 CHF 14'259 CHF 10.81% 101.78%

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