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
12.12.2025 12.92% 0.08 CHF 0.09 CHF 1'000'000 500'000 625'000 312'500 46'250 CHF 26'250 CHF 19.67% 108.39%
10.12.2025 14.19% 0.07 CHF 0.08 CHF 1'000'000 500'000 433'110 216'555 28'284 CHF 16'308 CHF 13.01% 103.38%
09.12.2025 12.92% 0.07 CHF 0.08 CHF 1'000'000 500'000 625'000 312'500 44'375 CHF 25'313 CHF 19.67% 110.06%
08.12.2025 13.33% 0.08 CHF 0.09 CHF 1'000'000 500'000 253'345 126'672 17'752 CHF 10'143 CHF 9.31% 108.98%
05.12.2025 12.52% 0.07 CHF 0.08 CHF 1'000'000 500'000 377'721 188'860 27'691 CHF 15'734 CHF 11.85% 106.65%
03.12.2025 11.79% 0.08 CHF 0.09 CHF 1'000'000 500'000 545'131 271'520 43'379 CHF 24'321 CHF 109.48% 109.48%
02.12.2025 10.82% 0.09 CHF 0.10 CHF 1'000'000 500'000 619'000 309'500 53'210 CHF 29'700 CHF 19.67% 109.61%
28.11.2025 10.10% 0.10 CHF 0.11 CHF 900'000 900'000 552'958 419'273 52'623 CHF 44'766 CHF 99.42% 99.42%
27.11.2025 9.72% 0.09 CHF 0.10 CHF 500'000 250'000 471'088 424'200 46'153 CHF 46'176 CHF 96.53% 96.53%
26.11.2025 10.48% 0.09 CHF 0.10 CHF 925'000 925'000 970'430 634'114 87'994 CHF 65'037 CHF 98.65% 98.65%

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