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
17.12.2025 23.79% 0.04 CHF 0.05 CHF 2'697'200 2'697'200 748'084 748'084 26'750 CHF 34'231 CHF 12.29% 111.46%
16.12.2025 26.63% 0.03 CHF 0.04 CHF 2'593'800 2'593'800 1'003'280 1'003'280 30'804 CHF 40'837 CHF 14.43% 102.48%
15.12.2025 20.73% 0.04 CHF 0.05 CHF 1'880'900 1'880'900 738'612 738'612 30'163 CHF 37'549 CHF 14.61% 113.41%
12.12.2025 16.68% 0.05 CHF 0.06 CHF 1'719'700 1'719'700 382'066 382'066 19'964 CHF 23'784 CHF 11.40% 103.22%
10.12.2025 16.18% 0.06 CHF 0.07 CHF 1'709'500 1'709'500 453'057 453'057 26'650 CHF 31'180 CHF 12.04% 103.95%
09.12.2025 24.66% 0.06 CHF 0.07 CHF 1'567'600 1'567'600 179'015 179'015 9'280 CHF 11'444 CHF 9.98% 105.81%
08.12.2025 16.03% 0.06 CHF 0.07 CHF 1'524'400 1'524'400 838'450 838'450 46'496 CHF 54'881 CHF 19.67% 69.87%
05.12.2025 15.22% 0.06 CHF 0.07 CHF 1'582'400 1'582'400 363'291 363'291 21'914 CHF 25'547 CHF 11.49% 61.63%
03.12.2025 15.38% 0.06 CHF 0.07 CHF 1'327'000 1'327'000 729'850 729'850 43'791 CHF 51'090 CHF 19.67% 69.87%
02.12.2025 13.22% 0.07 CHF 0.08 CHF 1'125'900 1'125'900 522'168 522'168 34'612 CHF 39'833 CHF 16.50% 107.98%

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