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
19.12.2025 6.68% 0.21 CHF 0.22 CHF 1'000'000 500'000 737'915 318'957 162'341 CHF 74'171 CHF 5.99% 58.05%
17.12.2025 5.90% 0.25 CHF 0.26 CHF 1'000'000 400'000 737'841 295'136 184'460 CHF 77'784 CHF 5.99% 93.27%
16.12.2025 5.99% 0.27 CHF 0.28 CHF 1'000'000 400'000 737'537 295'015 186'510 CHF 78'604 CHF 5.99% 84.11%
15.12.2025 4.72% 0.28 CHF 0.29 CHF 1'000'000 400'000 737'892 295'157 228'989 CHF 95'595 CHF 5.99% 93.76%
12.12.2025 4.30% 0.33 CHF 0.34 CHF 1'000'000 400'000 686'245 244'498 235'461 CHF 86'921 CHF 6.01% 36.84%
10.12.2025 3.93% 0.38 CHF 0.39 CHF 900'000 300'000 629'458 209'819 249'706 CHF 86'235 CHF 5.28% 99.83%
09.12.2025 3.96% 0.44 CHF 0.45 CHF 900'000 300'000 656'097 218'699 259'244 CHF 89'415 CHF 5.86% 90.73%
08.12.2025 3.87% 0.38 CHF 0.39 CHF 900'000 300'000 660'228 220'076 255'115 CHF 88'039 CHF 6.09% 93.67%
05.12.2025 3.79% 0.37 CHF 0.38 CHF 900'000 300'000 713'249 271'083 278'618 CHF 109'950 CHF 6.03% 102.28%
03.12.2025 3.87% 0.41 CHF 0.42 CHF 1'000'000 400'000 736'970 294'788 289'528 CHF 119'811 CHF 6.03% 94.88%

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