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 3.30% 0.90 CHF 0.91 CHF 450'000 150'000 294'935 98'312 268'084 CHF 91'895 CHF 4.61% 97.82%
02.12.2025 2.24% 0.93 CHF 0.94 CHF 450'000 150'000 371'799 123'933 338'707 CHF 114'924 CHF 3.91% 102.36%
28.11.2025 1.15% 0.87 CHF 0.88 CHF 450'000 150'000 450'576 150'192 388'610 CHF 131'039 CHF 94.20% 94.20%
27.11.2025 1.16% 0.86 CHF 0.87 CHF 450'000 150'000 457'281 152'427 393'156 CHF 132'576 CHF 96.27% 96.27%
26.11.2025 1.20% 0.84 CHF 0.85 CHF 450'000 150'000 593'863 197'954 492'653 CHF 166'197 CHF 98.18% 98.18%
25.11.2025 1.20% 0.84 CHF 0.85 CHF 600'000 200'000 595'205 198'402 491'833 CHF 165'928 CHF 96.52% 96.52%
24.11.2025 1.22% 0.83 CHF 0.84 CHF 600'000 200'000 593'618 197'873 482'429 CHF 162'788 CHF 98.34% 98.34%
21.11.2025 1.33% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 449'460 CHF 151'820 CHF 97.46% 97.46%
20.11.2025 1.36% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 439'773 CHF 148'591 CHF 97.12% 97.12%
19.11.2025 1.32% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 453'508 CHF 153'169 CHF 98.48% 98.48%

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