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 5.62% 0.27 CHF 0.28 CHF 900'000 300'000 663'819 221'273 176'869 CHF 61'957 CHF 5.99% 102.94%
17.12.2025 6.17% 0.26 CHF 0.27 CHF 900'000 300'000 663'549 221'183 162'139 CHF 57'046 CHF 5.98% 102.71%
16.12.2025 6.32% 0.23 CHF 0.24 CHF 900'000 300'000 663'762 221'254 156'940 CHF 55'314 CHF 5.99% 102.54%
15.12.2025 6.39% 0.24 CHF 0.25 CHF 900'000 300'000 663'832 221'277 154'333 CHF 54'444 CHF 5.99% 94.64%
12.12.2025 6.37% 0.22 CHF 0.23 CHF 1'000'000 400'000 694'374 252'375 161'599 CHF 61'910 CHF 6.03% 105.23%
10.12.2025 7.78% 0.20 CHF 0.21 CHF 1'000'000 400'000 679'660 271'864 139'119 CHF 59'648 CHF 4.95% 104.17%
09.12.2025 7.88% 0.22 CHF 0.23 CHF 1'000'000 400'000 695'152 278'061 141'636 CHF 60'654 CHF 5.21% 103.38%
08.12.2025 8.13% 0.19 CHF 0.20 CHF 1'000'000 400'000 736'967 294'787 134'238 CHF 57'695 CHF 6.03% 92.60%
05.12.2025 8.04% 0.18 CHF 0.19 CHF 1'000'000 400'000 736'641 294'656 134'962 CHF 57'985 CHF 6.03% 100.22%
03.12.2025 9.06% 0.16 CHF 0.17 CHF 1'000'000 500'000 736'671 368'335 117'867 CHF 63'934 CHF 6.03% 96.13%

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