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 5.79% 0.08 CHF 0.08 CHF 500'000 475'000 179'315 178'396 15'222 CHF 16'041 CHF 10.08% 106.16%
02.12.2025 6.74% 0.09 CHF 0.09 CHF 500'000 45'000 155'863 100'582 15'826 CHF 11'455 CHF 9.47% 108.54%
28.11.2025 5.52% 0.14 CHF 0.15 CHF 375'000 35'000 386'865 371'701 54'584 CHF 55'521 CHF 99.01% 99.01%
27.11.2025 6.91% 0.11 CHF 0.12 CHF 475'000 40'000 476'720 414'184 53'276 CHF 49'670 CHF 99.66% 99.66%
26.11.2025 5.92% 0.12 CHF 0.13 CHF 425'000 40'000 456'999 443'361 51'716 CHF 53'082 CHF 99.43% 99.43%
25.11.2025 7.41% 0.08 CHF 0.09 CHF 500'000 55'000 588'122 575'004 39'436 CHF 41'240 CHF 99.75% 99.75%
24.11.2025 8.65% 0.06 CHF 0.07 CHF 500'000 75'000 533'398 495'526 47'698 CHF 48'831 CHF 97.75% 97.75%
21.11.2025 5.18% 0.16 CHF 0.16 CHF 350'000 50'000 425'198 197'790 64'362 CHF 31'505 CHF 98.93% 98.93%
20.11.2025 3.95% 0.18 CHF 0.18 CHF 300'000 45'000 299'747 119'230 59'747 CHF 24'738 CHF 99.74% 99.74%
19.11.2025 4.97% 0.17 CHF 0.18 CHF 300'000 45'000 414'961 148'386 65'867 CHF 24'750 CHF 99.79% 99.79%

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