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 14.40% 0.03 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 32'538 CHF 18'769 CHF 99.38% 99.38%
27.01.2026 13.27% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'197 CHF 20'098 CHF 99.40% 99.40%
26.01.2026 12.96% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'112 CHF 20'556 CHF 99.28% 99.28%
23.01.2026 9.81% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'891 CHF 26'945 CHF 99.57% 99.57%
21.01.2026 15.90% 0.04 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'554 CHF 17'277 CHF 99.02% 99.02%
19.01.2026 22.83% 0.02 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'416 CHF 12'208 CHF 98.22% 98.22%
16.01.2026 29.27% 0.03 CHF 0.03 CHF 1'000'000 500'000 709'002 354'501 16'679 CHF 10'839 CHF 5.40% 95.40%
14.01.2026 28.81% 0.02 CHF 0.03 CHF 1'000'000 500'000 737'606 368'803 16'703 CHF 10'851 CHF 5.99% 79.10%
13.01.2026 27.25% 0.02 CHF 0.03 CHF 1'000'000 500'000 737'886 368'943 17'651 CHF 11'325 CHF 5.99% 96.18%
12.01.2026 26.22% 0.03 CHF 0.03 CHF 1'000'000 500'000 695'151 347'576 18'842 CHF 11'921 CHF 5.15% 103.60%

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