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 7.28% 0.11 CHF 0.12 CHF 475'000 475'000 153'160 153'159 19'066 CHF 20'597 CHF 11.59% 101.44%
02.12.2025 15.75% 0.11 CHF 0.12 CHF 475'000 475'000 258'583 158'280 17'145 CHF 13'200 CHF 11.06% 109.45%
28.11.2025 14.26% 0.07 CHF 0.08 CHF 775'000 400'000 451'079 232'198 29'433 CHF 17'475 CHF 94.81% 94.81%
27.11.2025 14.34% 0.07 CHF 0.08 CHF 388'000 200'000 416'522 214'248 27'029 CHF 16'048 CHF 96.08% 96.08%
26.11.2025 16.12% 0.07 CHF 0.08 CHF 775'000 400'000 884'525 451'917 50'470 CHF 30'297 CHF 99.33% 99.33%
25.11.2025 20.78% 0.04 CHF 0.05 CHF 1'000'000 250'000 974'559 252'622 42'240 CHF 13'483 CHF 98.76% 98.76%
24.11.2025 16.77% 0.05 CHF 0.06 CHF 1'000'000 500'000 927'333 471'306 50'685 CHF 30'476 CHF 99.44% 99.44%
21.11.2025 15.51% 0.06 CHF 0.07 CHF 925'000 475'000 852'990 431'912 50'747 CHF 30'016 CHF 98.52% 98.52%
20.11.2025 12.22% 0.07 CHF 0.08 CHF 775'000 400'000 653'342 338'677 50'211 CHF 29'417 CHF 99.42% 99.42%
19.11.2025 10.91% 0.08 CHF 0.09 CHF 675'000 350'000 591'591 318'246 51'293 CHF 30'880 CHF 99.42% 99.42%

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