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
28.01.2026 11.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'276 CHF 22'138 CHF 99.22% 99.22%
27.01.2026 11.51% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 41'087 CHF 23'044 CHF 99.16% 99.16%
26.01.2026 13.06% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'976 CHF 20'488 CHF 98.98% 98.98%
23.01.2026 10.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'069 CHF 24'535 CHF 97.04% 97.04%
21.01.2026 16.11% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 35'478 CHF 20'747 CHF 98.53% 98.53%
19.01.2026 29.85% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'878 CHF 19'439 CHF 96.60% 96.60%
16.01.2026 31.54% 0.04 CHF 0.05 CHF 1'000'000 500'000 737'899 368'950 29'516 CHF 19'758 CHF 5.99% 84.80%
14.01.2026 20.23% 0.05 CHF 0.06 CHF 1'000'000 500'000 737'887 368'943 49'273 CHF 29'637 CHF 5.99% 96.15%
13.01.2026 21.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 737'735 368'867 49'019 CHF 29'509 CHF 6.00% 39.52%
12.01.2026 19.46% 0.07 CHF 0.08 CHF 1'000'000 500'000 737'566 368'783 51'630 CHF 30'815 CHF 5.99% 96.17%

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