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
03.12.2025 11.11% 0.09 CHF 0.10 CHF 600'000 300'000 375'000 187'500 31'875 CHF 17'813 CHF 19.67% 109.68%
02.12.2025 11.44% 0.08 CHF 0.09 CHF 625'000 325'000 387'500 200'000 31'375 CHF 18'188 CHF 19.67% 109.70%
28.11.2025 10.74% 0.08 CHF 0.09 CHF 625'000 325'000 341'205 175'518 29'712 CHF 17'044 CHF 99.43% 99.43%
27.11.2025 10.57% 0.09 CHF 0.10 CHF 288'000 150'000 284'313 147'747 25'507 CHF 14'734 CHF 96.37% 96.37%
26.11.2025 10.57% 0.09 CHF 0.10 CHF 575'000 300'000 576'043 300'000 51'613 CHF 29'882 CHF 99.42% 99.42%
25.11.2025 10.50% 0.09 CHF 0.10 CHF 575'000 300'000 571'544 309'217 51'580 CHF 31'029 CHF 98.76% 98.76%
24.11.2025 9.53% 0.10 CHF 0.11 CHF 500'000 500'000 499'721 499'721 49'955 CHF 54'952 CHF 99.44% 99.44%
21.11.2025 8.58% 0.11 CHF 0.12 CHF 475'000 475'000 466'099 465'371 51'997 CHF 56'570 CHF 98.51% 98.51%
20.11.2025 9.28% 0.10 CHF 0.11 CHF 575'000 300'000 492'771 472'179 50'657 CHF 53'460 CHF 99.42% 99.42%
19.11.2025 8.62% 0.12 CHF 0.13 CHF 425'000 425'000 469'375 469'375 52'073 CHF 56'767 CHF 99.42% 99.42%

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