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 1.96% 0.56 CHF 0.57 CHF 100'000 100'000 65'473 65'473 35'045 CHF 35'699 CHF 19.37% 116.01%
02.12.2025 2.37% 0.50 CHF 0.51 CHF 100'000 100'000 38'206 38'206 16'471 CHF 16'854 CHF 10.82% 109.20%
28.11.2025 2.08% 0.55 CHF 0.56 CHF 100'000 100'000 68'069 67'962 32'911 CHF 33'540 CHF 99.45% 99.45%
27.11.2025 2.14% 0.46 CHF 0.47 CHF 63'000 63'000 67'400 67'397 31'147 CHF 31'820 CHF 96.84% 96.84%
26.11.2025 2.29% 0.53 CHF 0.54 CHF 125'000 125'000 125'100 125'100 54'203 CHF 55'454 CHF 98.44% 98.44%
25.11.2025 2.69% 0.38 CHF 0.39 CHF 150'000 150'000 148'154 148'154 54'367 CHF 55'849 CHF 98.78% 98.78%
24.11.2025 2.83% 0.39 CHF 0.40 CHF 150'000 150'000 161'479 161'479 56'309 CHF 57'924 CHF 99.42% 99.42%
21.11.2025 2.84% 0.31 CHF 0.32 CHF 200'000 200'000 157'324 157'324 54'533 CHF 56'106 CHF 98.51% 98.51%
20.11.2025 1.97% 0.52 CHF 0.53 CHF 100'000 100'000 114'168 114'168 57'418 CHF 58'560 CHF 99.43% 99.43%
19.11.2025 2.32% 0.48 CHF 0.49 CHF 125'000 125'000 125'737 125'737 53'560 CHF 54'817 CHF 99.42% 99.42%

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