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 12.02% 0.11 CHF 0.12 CHF 450'000 150'000 328'227 109'409 39'387 CHF 14'629 CHF 5.91% 90.14%
02.12.2025 17.79% 0.12 CHF 0.13 CHF 450'000 150'000 332'359 110'786 29'707 CHF 11'402 CHF 6.00% 65.16%
28.11.2025 15.36% 0.06 CHF 0.07 CHF 600'000 200'000 600'000 200'000 36'061 CHF 14'021 CHF 89.85% 89.85%
27.11.2025 14.03% 0.06 CHF 0.07 CHF 600'000 200'000 600'000 200'000 39'970 CHF 15'323 CHF 96.33% 96.33%
26.11.2025 11.70% 0.07 CHF 0.08 CHF 600'000 200'000 553'642 184'547 44'490 CHF 16'676 CHF 93.56% 93.56%
25.11.2025 11.35% 0.09 CHF 0.10 CHF 600'000 200'000 586'603 195'534 48'799 CHF 18'222 CHF 99.48% 99.48%
24.11.2025 10.21% 0.11 CHF 0.12 CHF 450'000 150'000 574'157 191'386 53'474 CHF 19'739 CHF 99.14% 99.14%
21.11.2025 6.38% 0.10 CHF 0.11 CHF 600'000 200'000 457'746 152'582 70'592 CHF 25'057 CHF 99.67% 99.67%
20.11.2025 5.22% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 83'936 CHF 29'479 CHF 98.46% 98.46%
19.11.2025 5.69% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 76'863 CHF 27'121 CHF 99.34% 99.34%

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