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
17.12.2025 10.40% 0.13 CHF 0.14 CHF 1'000'000 500'000 737'558 368'779 100'888 CHF 55'444 CHF 5.99% 96.84%
16.12.2025 11.34% 0.14 CHF 0.15 CHF 1'000'000 500'000 737'493 368'746 98'048 CHF 54'024 CHF 5.99% 101.81%
15.12.2025 10.88% 0.13 CHF 0.14 CHF 1'000'000 500'000 687'281 343'641 97'224 CHF 53'612 CHF 5.02% 93.38%
12.12.2025 10.68% 0.15 CHF 0.16 CHF 1'000'000 500'000 736'580 368'290 102'853 CHF 56'426 CHF 6.02% 104.70%
10.12.2025 15.01% 0.11 CHF 0.12 CHF 1'000'000 500'000 679'916 339'958 68'717 CHF 39'359 CHF 4.96% 95.37%
09.12.2025 15.04% 0.11 CHF 0.12 CHF 1'000'000 500'000 671'301 335'650 69'244 CHF 39'622 CHF 4.83% 103.55%
08.12.2025 11.39% 0.11 CHF 0.12 CHF 1'000'000 500'000 731'329 365'665 90'608 CHF 50'304 CHF 5.91% 97.66%
05.12.2025 12.83% 0.13 CHF 0.14 CHF 1'000'000 500'000 668'385 334'192 81'374 CHF 45'687 CHF 4.78% 100.12%
03.12.2025 13.89% 0.10 CHF 0.11 CHF 1'000'000 500'000 736'368 368'184 76'000 CHF 43'000 CHF 6.02% 104.20%
02.12.2025 13.23% 0.10 CHF 0.11 CHF 1'000'000 500'000 740'723 370'362 76'665 CHF 43'333 CHF 6.05% 72.33%

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