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 120.98% 0.00 CHF 0.01 CHF 1'000'000 750'000 657'377 493'033 3'741 CHF 10'306 CHF 4.59% 99.93%
16.12.2025 75.55% 0.01 CHF 0.02 CHF 1'000'000 750'000 663'661 411'594 15'442 CHF 14'864 CHF 4.69% 102.81%
15.12.2025 150.92% 0.01 CHF 0.02 CHF 1'000'000 750'000 737'129 552'847 2'871 CHF 9'653 CHF 5.98% 87.06%
12.12.2025 83.91% 0.01 CHF 0.02 CHF 1'000'000 750'000 741'329 555'997 7'413 CHF 13'060 CHF 6.07% 53.47%
10.12.2025 48.85% 0.01 CHF 0.02 CHF 1'000'000 750'000 741'056 491'056 17'411 CHF 17'321 CHF 6.06% 103.24%
09.12.2025 50.88% 0.05 CHF 0.06 CHF 1'000'000 500'000 662'837 390'522 23'027 CHF 18'374 CHF 4.65% 102.91%
08.12.2025 21.03% 0.05 CHF 0.06 CHF 1'000'000 500'000 715'501 294'819 42'844 CHF 20'982 CHF 6.07% 99.18%
05.12.2025 24.18% 0.06 CHF 0.07 CHF 1'000'000 400'000 741'292 296'517 44'303 CHF 21'721 CHF 6.07% 104.25%
03.12.2025 24.89% 0.08 CHF 0.09 CHF 1'000'000 400'000 663'855 248'825 45'121 CHF 20'349 CHF 5.09% 103.84%
02.12.2025 48.53% 0.05 CHF 0.06 CHF 1'000'000 500'000 741'318 495'659 22'066 CHF 20'430 CHF 6.07% 70.13%

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