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 11.29% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 42'219 CHF 23'610 CHF 99.38% 99.38%
27.01.2026 10.50% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'155 CHF 25'077 CHF 99.47% 99.47%
26.01.2026 10.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'896 CHF 25'448 CHF 99.27% 99.27%
23.01.2026 7.94% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 61'003 CHF 33'002 CHF 99.57% 99.57%
21.01.2026 15.35% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'764 CHF 21'886 CHF 99.36% 99.36%
19.01.2026 35.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'091 CHF 16'546 CHF 98.21% 98.21%
16.01.2026 44.66% 0.03 CHF 0.04 CHF 1'000'000 500'000 737'376 368'688 20'308 CHF 15'154 CHF 5.98% 96.76%
14.01.2026 44.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 737'873 368'937 19'398 CHF 14'699 CHF 5.99% 102.65%
13.01.2026 45.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 683'398 341'699 19'334 CHF 14'667 CHF 4.96% 102.23%
12.01.2026 42.63% 0.03 CHF 0.04 CHF 1'000'000 500'000 672'886 336'443 20'981 CHF 15'490 CHF 4.80% 89.68%

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