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
17.12.2025 8.04% 0.20 CHF 0.21 CHF 900'000 300'000 687'495 245'019 125'639 CHF 47'813 CHF 5.98% 98.84%
16.12.2025 9.48% 0.18 CHF 0.19 CHF 1'000'000 400'000 647'863 241'612 111'367 CHF 45'018 CHF 4.87% 104.21%
15.12.2025 9.10% 0.18 CHF 0.19 CHF 900'000 300'000 699'553 269'053 117'005 CHF 48'684 CHF 5.56% 94.57%
12.12.2025 9.54% 0.16 CHF 0.17 CHF 1'000'000 400'000 736'675 294'670 111'230 CHF 48'492 CHF 6.03% 105.24%
10.12.2025 13.65% 0.13 CHF 0.14 CHF 1'000'000 400'000 679'675 332'575 77'103 CHF 42'535 CHF 4.95% 103.01%
09.12.2025 14.09% 0.11 CHF 0.12 CHF 1'000'000 500'000 678'694 321'864 75'893 CHF 40'674 CHF 4.94% 102.31%
08.12.2025 12.53% 0.11 CHF 0.12 CHF 1'000'000 500'000 695'840 290'114 83'034 CHF 38'627 CHF 5.22% 102.86%
05.12.2025 11.76% 0.13 CHF 0.14 CHF 1'000'000 400'000 735'815 294'326 90'656 CHF 40'262 CHF 6.01% 99.69%
03.12.2025 8.76% 0.14 CHF 0.15 CHF 1'000'000 400'000 854'946 341'979 119'692 CHF 51'877 CHF 4.03% 85.30%
02.12.2025 9.60% 0.14 CHF 0.15 CHF 1'000'000 400'000 740'749 296'300 111'112 CHF 48'445 CHF 6.05% 98.17%

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