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
15.12.2025 30.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 625'000 156'500 16'250 CHF 5'635 CHF 19.67% 110.08%
12.12.2025 23.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 625'000 156'500 24'375 CHF 7'668 CHF 19.67% 104.47%
10.12.2025 21.49% 0.05 CHF 0.06 CHF 1'000'000 250'000 374'333 94'000 16'009 CHF 4'959 CHF 11.79% 103.74%
09.12.2025 18.33% 0.05 CHF 0.06 CHF 1'000'000 250'000 616'000 184'500 28'880 CHF 10'743 CHF 19.67% 109.60%
08.12.2025 16.03% 0.06 CHF 0.07 CHF 850'000 425'000 541'000 272'000 31'880 CHF 18'743 CHF 18.53% 111.66%
05.12.2025 17.67% 0.06 CHF 0.07 CHF 925'000 475'000 361'667 142'544 19'067 CHF 9'058 CHF 11.84% 102.29%
03.12.2025 12.55% 0.07 CHF 0.08 CHF 725'000 375'000 441'000 228'500 31'655 CHF 18'690 CHF 19.67% 109.78%
02.12.2025 10.53% 0.09 CHF 0.10 CHF 575'000 300'000 359'500 187'500 32'355 CHF 18'750 CHF 19.67% 109.98%
28.11.2025 8.96% 0.10 CHF 0.11 CHF 500'000 500'000 274'546 273'420 29'226 CHF 31'844 CHF 99.42% 99.42%
27.11.2025 8.21% 0.11 CHF 0.12 CHF 238'000 238'000 216'675 216'684 25'335 CHF 27'503 CHF 96.50% 96.50%

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