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
28.05.2026 68.10% 0.01 CHF 0.02 CHF 1'000'000 250'000 580'907 145'278 5'594 CHF 2'852 CHF 98.66% 98.66%
27.05.2026 65.74% 0.01 CHF 0.02 CHF 1'000'000 250'000 575'934 144'037 5'996 CHF 2'940 CHF 98.83% 98.83%
26.05.2026 65.05% 0.01 CHF 0.02 CHF 1'000'000 250'000 579'043 144'813 6'239 CHF 3'008 CHF 98.44% 98.44%
22.05.2026 49.42% 0.02 CHF 0.03 CHF 1'000'000 250'000 579'821 144'997 9'008 CHF 3'703 CHF 96.18% 96.18%
21.05.2026 33.84% 0.03 CHF 0.04 CHF 1'000'000 250'000 491'121 122'838 12'030 CHF 4'237 CHF 81.11% 81.11%
20.05.2026 18.38% 0.04 CHF 0.05 CHF 1'000'000 250'000 563'071 167'179 27'152 CHF 9'901 CHF 98.83% 98.83%
19.05.2026 15.78% 0.06 CHF 0.07 CHF 775'000 400'000 482'621 246'373 28'686 CHF 17'111 CHF 96.81% 96.81%
18.05.2026 14.83% 0.07 CHF 0.08 CHF 775'000 400'000 460'201 234'115 28'784 CHF 16'992 CHF 93.39% 93.39%
15.05.2026 13.68% 0.07 CHF 0.08 CHF 725'000 375'000 428'864 220'736 29'343 CHF 17'306 CHF 97.53% 97.53%
13.05.2026 12.97% 0.07 CHF 0.08 CHF 775'000 400'000 400'946 207'218 28'665 CHF 16'889 CHF 96.23% 96.23%

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