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 10.75% 0.04 CHF 0.05 CHF 600'000 600'000 334'227 334'227 14'706 CHF 16'377 CHF 12.81% 91.81%
02.12.2025 11.81% 0.04 CHF 0.05 CHF 500'000 200'000 269'115 214'871 10'966 CHF 9'707 CHF 10.70% 104.55%
28.11.2025 12.74% 0.04 CHF 0.04 CHF 500'000 250'000 593'792 591'209 21'847 CHF 24'710 CHF 98.97% 98.97%
27.11.2025 10.50% 0.04 CHF 0.05 CHF 500'000 225'000 598'965 596'118 27'052 CHF 29'911 CHF 99.66% 99.66%
26.11.2025 10.38% 0.04 CHF 0.05 CHF 500'000 225'000 598'965 596'120 27'682 CHF 30'540 CHF 99.44% 99.44%
25.11.2025 7.74% 0.06 CHF 0.06 CHF 500'000 180'000 598'121 593'668 37'717 CHF 40'449 CHF 99.72% 99.72%
24.11.2025 7.51% 0.08 CHF 0.08 CHF 500'000 140'000 586'271 560'183 49'461 CHF 50'889 CHF 97.71% 97.71%
21.11.2025 6.42% 0.08 CHF 0.08 CHF 500'000 160'000 596'928 474'508 45'927 CHF 38'922 CHF 98.93% 98.93%
20.11.2025 8.00% 0.06 CHF 0.07 CHF 500'000 190'000 598'590 595'400 36'102 CHF 38'888 CHF 99.52% 99.52%
19.11.2025 6.92% 0.07 CHF 0.07 CHF 500'000 180'000 597'873 483'587 42'049 CHF 36'448 CHF 99.85% 99.85%

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