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 12.41% 0.20 CHF 0.21 CHF 40'000 25'000 40'000 45'090 8'690 CHF 11'080 CHF 5.60% 103.74%
02.12.2025 13.55% 0.25 CHF 0.27 CHF 40'000 75'000 40'000 45'907 9'783 CHF 12'802 CHF 4.04% 103.11%
28.11.2025 7.43% 0.24 CHF 0.26 CHF 40'000 30'000 39'876 30'000 10'371 CHF 8'406 CHF 94.44% 94.44%
27.11.2025 9.90% 0.10 CHF 0.11 CHF 150'000 30'000 396'012 131'376 38'136 CHF 13'969 CHF 99.00% 99.12%
26.11.2025 9.67% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 44'360 CHF 16'287 CHF 99.37% 99.37%
25.11.2025 8.99% 0.10 CHF 0.11 CHF 450'000 150'000 455'906 151'969 48'476 CHF 17'678 CHF 99.32% 99.32%
24.11.2025 9.12% 0.11 CHF 0.12 CHF 450'000 150'000 504'344 168'115 52'647 CHF 19'230 CHF 99.36% 99.36%
21.11.2025 9.49% 0.11 CHF 0.12 CHF 600'000 200'000 599'937 199'979 60'507 CHF 22'169 CHF 99.36% 99.36%
20.11.2025 9.30% 0.10 CHF 0.11 CHF 600'000 200'000 599'905 199'968 61'665 CHF 22'555 CHF 99.20% 99.20%
19.11.2025 13.20% 0.08 CHF 0.09 CHF 600'000 200'000 650'053 216'684 46'287 CHF 17'596 CHF 99.37% 99.37%

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