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 9.52% 0.10 CHF 0.11 CHF 500'000 500'000 312'500 312'500 31'250 CHF 34'375 CHF 19.67% 109.53%
02.12.2025 8.53% 0.12 CHF 0.13 CHF 425'000 425'000 163'119 163'102 18'669 CHF 20'298 CHF 11.54% 101.81%
28.11.2025 7.36% 0.10 CHF 0.11 CHF 500'000 500'000 232'170 231'117 29'457 CHF 31'648 CHF 99.43% 99.43%
27.11.2025 5.78% 0.17 CHF 0.18 CHF 150'000 150'000 150'889 150'900 25'375 CHF 26'886 CHF 94.25% 94.25%
26.11.2025 4.31% 0.20 CHF 0.21 CHF 250'000 250'000 230'477 230'477 52'349 CHF 54'654 CHF 98.77% 98.77%
25.11.2025 3.22% 0.28 CHF 0.29 CHF 200'000 200'000 178'068 178'068 54'508 CHF 56'288 CHF 98.78% 98.78%
24.11.2025 2.36% 0.35 CHF 0.36 CHF 150'000 150'000 128'384 128'384 53'853 CHF 55'137 CHF 99.43% 99.43%
21.11.2025 1.88% 0.50 CHF 0.51 CHF 100'000 100'000 105'456 105'456 55'711 CHF 56'766 CHF 98.53% 98.53%
20.11.2025 2.86% 0.34 CHF 0.35 CHF 175'000 175'000 155'190 155'190 53'485 CHF 55'037 CHF 99.44% 99.44%
19.11.2025 2.77% 0.35 CHF 0.36 CHF 175'000 175'000 154'469 154'469 54'985 CHF 56'529 CHF 99.43% 99.43%

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