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 119.66% 0.01 CHF 0.01 CHF 1'000'000 500'000 737'879 368'940 2'641 CHF 3'820 CHF 5.99% 104.56%
17.12.2025 121.59% 0.00 CHF 0.01 CHF 1'000'000 500'000 737'582 368'791 2'401 CHF 3'700 CHF 5.99% 101.44%
16.12.2025 105.19% 0.00 CHF 0.01 CHF 1'000'000 500'000 686'021 343'010 2'806 CHF 3'903 CHF 5.00% 103.44%
15.12.2025 67.80% 0.01 CHF 0.01 CHF 1'000'000 500'000 737'845 368'923 6'092 CHF 5'546 CHF 5.99% 95.04%
12.12.2025 50.79% 0.01 CHF 0.01 CHF 1'000'000 500'000 707'942 353'971 7'765 CHF 6'383 CHF 4.00% 103.23%
10.12.2025 37.30% 0.02 CHF 0.02 CHF 1'000'000 500'000 668'196 334'098 12'771 CHF 8'885 CHF 4.78% 104.18%
09.12.2025 30.22% 0.02 CHF 0.03 CHF 1'000'000 500'000 664'754 332'377 16'393 CHF 10'697 CHF 4.73% 103.86%
08.12.2025 25.81% 0.03 CHF 0.03 CHF 1'000'000 500'000 657'274 328'637 19'785 CHF 12'392 CHF 4.63% 100.02%
05.12.2025 29.25% 0.04 CHF 0.04 CHF 1'000'000 500'000 736'671 318'335 28'994 CHF 16'142 CHF 6.03% 103.05%
03.12.2025 31.10% 0.05 CHF 0.06 CHF 1'000'000 400'000 707'125 286'885 32'075 CHF 17'072 CHF 4.75% 104.04%

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