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 10.57% 0.14 CHF 0.15 CHF 600'000 200'000 424'038 141'346 60'765 CHF 22'255 CHF 5.41% 103.93%
02.12.2025 9.21% 0.16 CHF 0.17 CHF 600'000 200'000 402'567 134'189 69'465 CHF 25'155 CHF 4.77% 103.15%
28.11.2025 6.68% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 87'026 CHF 31'009 CHF 94.66% 94.66%
27.11.2025 6.43% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 90'499 CHF 32'167 CHF 98.08% 98.08%
26.11.2025 7.16% 0.15 CHF 0.16 CHF 600'000 200'000 615'191 205'064 82'878 CHF 29'677 CHF 98.10% 98.10%
25.11.2025 10.23% 0.11 CHF 0.12 CHF 750'000 250'000 829'291 276'430 77'423 CHF 28'572 CHF 95.83% 95.83%
24.11.2025 9.91% 0.09 CHF 0.10 CHF 750'000 250'000 786'017 262'006 75'426 CHF 27'762 CHF 98.50% 98.50%
21.11.2025 15.13% 0.07 CHF 0.08 CHF 900'000 300'000 989'752 391'192 61'214 CHF 28'036 CHF 98.32% 98.32%
20.11.2025 14.29% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 65'478 CHF 30'191 CHF 97.52% 97.52%
19.11.2025 14.40% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 423'073 66'118 CHF 31'842 CHF 98.88% 98.88%

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