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 11.15% 0.09 CHF 0.10 CHF 575'000 300'000 366'000 191'000 32'155 CHF 18'690 CHF 19.67% 109.94%
02.12.2025 12.55% 0.08 CHF 0.09 CHF 625'000 325'000 403'500 209'500 31'370 CHF 18'385 CHF 19.67% 113.28%
28.11.2025 16.37% 0.06 CHF 0.07 CHF 850'000 425'000 509'922 258'817 28'932 CHF 17'259 CHF 99.42% 99.42%
27.11.2025 16.67% 0.06 CHF 0.07 CHF 463'000 238'000 455'314 234'030 25'042 CHF 15'212 CHF 96.97% 96.97%
26.11.2025 20.96% 0.06 CHF 0.07 CHF 925'000 475'000 932'874 283'669 40'403 CHF 15'621 CHF 97.23% 97.23%
25.11.2025 20.41% 0.05 CHF 0.06 CHF 500'000 125'000 493'194 132'419 21'771 CHF 7'203 CHF 98.76% 98.76%
24.11.2025 18.64% 0.05 CHF 0.06 CHF 500'000 125'000 492'145 222'628 24'014 CHF 13'204 CHF 99.42% 99.42%
21.11.2025 15.41% 0.05 CHF 0.06 CHF 463'000 238'000 418'812 211'760 25'098 CHF 14'829 CHF 98.48% 98.48%
20.11.2025 15.51% 0.06 CHF 0.07 CHF 425'000 213'000 412'482 210'139 24'576 CHF 14'613 CHF 87.24% 87.24%
19.11.2025 15.61% 0.06 CHF 0.07 CHF 425'000 213'000 426'025 215'439 25'193 CHF 14'890 CHF 99.44% 99.44%

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