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 13.03% 0.08 CHF 0.09 CHF 625'000 325'000 409'500 212'500 31'305 CHF 18'375 CHF 19.67% 110.96%
02.12.2025 14.84% 0.06 CHF 0.07 CHF 850'000 425'000 522'000 262'500 31'805 CHF 18'625 CHF 19.67% 111.74%
28.11.2025 10.57% 0.09 CHF 0.10 CHF 575'000 300'000 325'395 178'822 29'098 CHF 17'908 CHF 99.44% 99.44%
27.11.2025 10.41% 0.10 CHF 0.11 CHF 250'000 250'000 274'791 180'792 25'016 CHF 18'638 CHF 97.16% 97.16%
26.11.2025 10.97% 0.08 CHF 0.09 CHF 625'000 325'000 560'641 289'425 48'327 CHF 27'851 CHF 97.00% 97.00%
25.11.2025 11.94% 0.09 CHF 0.10 CHF 288'000 150'000 318'846 165'801 25'106 CHF 14'717 CHF 98.80% 98.80%
24.11.2025 12.70% 0.09 CHF 0.10 CHF 300'000 150'000 341'570 177'452 25'175 CHF 14'851 CHF 99.43% 99.43%
21.11.2025 11.67% 0.06 CHF 0.07 CHF 388'000 200'000 312'600 160'762 25'245 CHF 14'579 CHF 98.52% 98.52%
20.11.2025 11.01% 0.11 CHF 0.12 CHF 250'000 250'000 293'149 166'802 25'154 CHF 16'230 CHF 99.43% 99.43%
19.11.2025 10.57% 0.09 CHF 0.10 CHF 313'000 163'000 286'747 156'860 25'690 CHF 15'666 CHF 99.43% 99.43%

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