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
17.12.2025 11.91% 0.24 CHF 0.24 CHF 225'000 150'000 78'798 52'946 22'346 CHF 15'522 CHF 8.47% 107.83%
16.12.2025 14.42% 0.32 CHF 0.33 CHF 160'000 120'000 61'195 44'454 19'431 CHF 14'596 CHF 9.73% 109.26%
15.12.2025 14.20% 0.30 CHF 0.30 CHF 180'000 120'000 61'940 47'262 20'155 CHF 15'863 CHF 9.22% 108.79%
12.12.2025 14.44% 0.31 CHF 0.32 CHF 170'000 130'000 65'712 50'055 20'024 CHF 15'848 CHF 9.09% 105.97%
10.12.2025 6.43% 0.23 CHF 0.24 CHF 225'000 160'000 104'348 73'718 23'254 CHF 17'088 CHF 9.38% 107.20%
09.12.2025 6.24% 0.21 CHF 0.22 CHF 250'000 180'000 70'323 52'161 16'152 CHF 12'503 CHF 8.83% 106.86%
08.12.2025 4.65% 0.27 CHF 0.28 CHF 200'000 130'000 41'668 28'946 11'192 CHF 8'059 CHF 9.34% 108.89%
05.12.2025 4.85% 0.30 CHF 0.31 CHF 180'000 130'000 80'288 56'204 20'132 CHF 14'581 CHF 9.88% 109.37%
03.12.2025 4.80% 0.21 CHF 0.22 CHF 250'000 170'000 89'297 65'697 18'971 CHF 14'516 CHF 9.68% 96.75%
02.12.2025 4.41% 0.22 CHF 0.23 CHF 250'000 170'000 92'816 67'870 20'522 CHF 15'573 CHF 10.50% 106.33%

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