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 19.88% 0.03 CHF 0.03 CHF 900'000 300'000 456'017 152'006 17'948 CHF 7'163 CHF 4.67% 103.61%
16.12.2025 23.72% 0.03 CHF 0.04 CHF 900'000 300'000 551'102 183'701 18'393 CHF 7'564 CHF 4.58% 103.53%
15.12.2025 42.02% 0.03 CHF 0.04 CHF 900'000 300'000 660'156 262'924 12'067 CHF 6'782 CHF 4.65% 93.62%
12.12.2025 24.96% 0.03 CHF 0.03 CHF 1'000'000 400'000 662'583 264'192 18'877 CHF 9'511 CHF 4.72% 103.68%
10.12.2025 17.19% 0.04 CHF 0.05 CHF 900'000 300'000 598'625 204'402 26'281 CHF 10'492 CHF 4.63% 103.41%
09.12.2025 15.86% 0.05 CHF 0.06 CHF 900'000 300'000 611'877 213'897 29'044 CHF 11'682 CHF 4.71% 103.58%
08.12.2025 23.18% 0.04 CHF 0.05 CHF 1'000'000 400'000 645'691 251'846 23'728 CHF 11'131 CHF 4.62% 100.22%
05.12.2025 26.29% 0.04 CHF 0.04 CHF 1'000'000 400'000 637'419 220'255 31'924 CHF 13'797 CHF 5.21% 104.05%
03.12.2025 23.69% 0.06 CHF 0.07 CHF 750'000 250'000 589'184 196'395 35'886 CHF 14'887 CHF 4.95% 100.60%
02.12.2025 24.36% 0.06 CHF 0.07 CHF 900'000 300'000 592'780 197'593 35'691 CHF 14'897 CHF 4.60% 103.10%

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