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 18.53% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'513 CHF 14'756 CHF 99.02% 99.02%
27.01.2026 18.28% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'892 CHF 14'946 CHF 99.13% 99.13%
26.01.2026 20.19% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'321 CHF 13'661 CHF 99.22% 99.22%
23.01.2026 16.93% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'051 CHF 16'025 CHF 97.05% 97.05%
21.01.2026 19.52% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'210 CHF 14'105 CHF 98.52% 98.52%
19.01.2026 23.26% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'027 CHF 12'014 CHF 96.58% 96.58%
16.01.2026 27.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 702'373 351'187 17'401 CHF 11'200 CHF 5.28% 102.16%
14.01.2026 17.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 663'193 331'597 27'972 CHF 16'486 CHF 4.67% 98.88%
13.01.2026 20.09% 0.04 CHF 0.04 CHF 1'000'000 500'000 675'701 337'851 25'262 CHF 15'131 CHF 4.84% 100.12%
12.01.2026 19.82% 0.04 CHF 0.04 CHF 1'000'000 500'000 683'951 341'975 25'843 CHF 15'421 CHF 4.97% 95.24%

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