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 10.82% 0.13 CHF 0.14 CHF 300'000 100'000 206'625 68'875 29'543 CHF 10'848 CHF 5.04% 103.54%
02.12.2025 10.04% 0.15 CHF 0.16 CHF 300'000 100'000 181'909 60'636 30'286 CHF 11'095 CHF 3.99% 96.26%
28.11.2025 6.13% 0.17 CHF 0.18 CHF 300'000 100'000 300'000 100'000 47'543 CHF 16'848 CHF 98.63% 98.63%
27.11.2025 5.54% 0.17 CHF 0.18 CHF 300'000 100'000 300'000 100'000 52'744 CHF 18'581 CHF 99.36% 99.36%
26.11.2025 4.76% 0.19 CHF 0.20 CHF 300'000 100'000 300'000 100'000 61'833 CHF 21'611 CHF 99.38% 99.38%
25.11.2025 4.84% 0.22 CHF 0.23 CHF 300'000 100'000 341'653 100'000 68'604 CHF 21'186 CHF 99.23% 99.23%
24.11.2025 5.57% 0.20 CHF 0.21 CHF 450'000 100'000 450'000 100'000 78'790 CHF 18'509 CHF 99.37% 99.37%
21.11.2025 5.90% 0.13 CHF 0.14 CHF 450'000 100'000 450'000 100'000 74'647 CHF 17'588 CHF 99.37% 99.37%
20.11.2025 5.33% 0.20 CHF 0.21 CHF 450'000 100'000 449'919 100'000 83'439 CHF 19'545 CHF 97.94% 97.94%
19.11.2025 21.91% 0.04 CHF 0.05 CHF 750'000 250'000 749'999 250'000 30'851 CHF 12'784 CHF 86.40% 86.40%

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