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 14.84% 0.07 CHF 0.08 CHF 310'000 160'000 197'500 101'500 12'625 CHF 7'505 CHF 19.67% 109.59%
02.12.2025 13.94% 0.06 CHF 0.07 CHF 340'000 170'000 204'000 102'500 12'750 CHF 7'438 CHF 19.67% 109.99%
28.11.2025 10.69% 0.08 CHF 0.09 CHF 270'000 140'000 132'981 68'629 11'644 CHF 6'696 CHF 99.43% 99.43%
27.11.2025 9.84% 0.09 CHF 0.10 CHF 115'000 60'000 106'381 89'191 10'279 CHF 9'624 CHF 91.47% 91.47%
26.11.2025 9.70% 0.09 CHF 0.10 CHF 575'000 300'000 510'001 463'664 50'010 CHF 50'395 CHF 99.19% 99.19%
25.11.2025 6.92% 0.13 CHF 0.14 CHF 400'000 400'000 374'715 374'715 52'303 CHF 56'050 CHF 98.77% 98.77%
24.11.2025 5.39% 0.15 CHF 0.16 CHF 325'000 325'000 288'280 288'280 52'030 CHF 54'913 CHF 99.42% 99.42%
21.11.2025 3.87% 0.27 CHF 0.28 CHF 200'000 200'000 212'334 212'334 53'857 CHF 55'980 CHF 98.53% 98.53%
20.11.2025 7.03% 0.13 CHF 0.14 CHF 425'000 425'000 377'293 377'292 51'854 CHF 55'627 CHF 99.43% 99.43%
19.11.2025 5.40% 0.18 CHF 0.19 CHF 300'000 300'000 296'859 296'859 53'526 CHF 56'495 CHF 99.42% 99.42%

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