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 19.28% 0.02 CHF 0.03 CHF 600'000 600'000 262'926 262'926 6'279 CHF 7'593 CHF 10.92% 106.95%
02.12.2025 13.23% 0.03 CHF 0.03 CHF 500'000 120'000 226'124 156'783 7'130 CHF 6'181 CHF 10.72% 109.75%
28.11.2025 8.48% 0.06 CHF 0.06 CHF 500'000 65'000 590'668 582'837 33'708 CHF 36'186 CHF 99.02% 99.02%
27.11.2025 11.07% 0.04 CHF 0.05 CHF 500'000 85'000 596'162 588'601 25'517 CHF 28'138 CHF 99.66% 99.66%
26.11.2025 10.83% 0.05 CHF 0.05 CHF 500'000 80'000 596'352 588'529 27'308 CHF 29'857 CHF 99.46% 99.46%
25.11.2025 19.72% 0.03 CHF 0.04 CHF 500'000 120'000 597'483 591'133 14'305 CHF 17'077 CHF 99.82% 99.82%
24.11.2025 17.21% 0.03 CHF 0.03 CHF 500'000 160'000 596'952 592'795 30'115 CHF 33'455 CHF 97.89% 97.89%
21.11.2025 5.40% 0.09 CHF 0.10 CHF 500'000 75'000 596'380 281'552 53'919 CHF 26'807 CHF 98.92% 98.92%
20.11.2025 6.52% 0.11 CHF 0.11 CHF 500'000 65'000 595'486 163'966 71'181 CHF 20'917 CHF 99.53% 99.53%
19.11.2025 5.82% 0.10 CHF 0.11 CHF 500'000 70'000 595'251 222'813 55'633 CHF 22'074 CHF 99.78% 99.78%

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