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 7.51% 0.22 CHF 0.23 CHF 900'000 300'000 609'005 203'002 128'586 CHF 45'862 CHF 4.86% 104.21%
17.12.2025 8.50% 0.21 CHF 0.22 CHF 900'000 300'000 681'138 266'235 127'346 CHF 53'529 CHF 5.09% 103.25%
16.12.2025 8.25% 0.18 CHF 0.19 CHF 1'000'000 400'000 689'065 260'143 126'426 CHF 51'366 CHF 5.51% 103.73%
15.12.2025 8.34% 0.19 CHF 0.20 CHF 1'000'000 400'000 737'334 294'934 132'467 CHF 56'987 CHF 5.98% 93.27%
12.12.2025 8.05% 0.17 CHF 0.18 CHF 1'000'000 400'000 712'977 270'992 130'229 CHF 53'015 CHF 6.03% 105.22%
10.12.2025 10.20% 0.15 CHF 0.16 CHF 1'000'000 400'000 679'643 271'857 105'110 CHF 46'044 CHF 4.95% 104.03%
09.12.2025 10.03% 0.17 CHF 0.18 CHF 1'000'000 400'000 721'960 288'784 112'005 CHF 48'802 CHF 5.71% 103.87%
08.12.2025 11.47% 0.15 CHF 0.16 CHF 1'000'000 400'000 706'909 292'793 94'082 CHF 43'037 CHF 5.41% 102.26%
05.12.2025 10.91% 0.13 CHF 0.14 CHF 1'000'000 400'000 736'340 344'536 98'088 CHF 50'735 CHF 6.02% 104.95%
03.12.2025 13.09% 0.11 CHF 0.12 CHF 1'000'000 500'000 657'807 328'903 78'391 CHF 44'195 CHF 4.64% 101.27%

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