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
28.01.2026 10.90% 0.10 CHF 0.11 CHF 125'000 125'000 146'484 85'700 12'705 CHF 8'428 CHF 98.35% 98.35%
27.01.2026 10.79% 0.09 CHF 0.10 CHF 150'000 75'000 146'751 75'660 12'870 CHF 7'394 CHF 99.67% 99.67%
26.01.2026 9.93% 0.09 CHF 0.10 CHF 144'000 75'000 132'794 104'492 12'692 CHF 11'182 CHF 99.67% 99.67%
23.01.2026 10.66% 0.09 CHF 0.10 CHF 150'000 75'000 145'333 75'047 12'914 CHF 7'422 CHF 99.68% 99.68%
21.01.2026 11.26% 0.08 CHF 0.09 CHF 157'000 82'000 151'711 76'544 12'711 CHF 7'175 CHF 96.90% 96.90%
19.01.2026 10.70% 0.09 CHF 0.10 CHF 144'000 75'000 145'754 75'261 12'900 CHF 7'416 CHF 95.97% 95.97%
16.01.2026 9.61% 0.09 CHF 0.10 CHF 575'000 300'000 347'000 209'500 32'420 CHF 22'140 CHF 19.67% 110.00%
14.01.2026 9.11% 0.11 CHF 0.12 CHF 475'000 475'000 300'000 300'000 32'375 CHF 35'375 CHF 19.67% 110.00%
13.01.2026 8.76% 0.10 CHF 0.11 CHF 500'000 500'000 303'500 303'500 31'420 CHF 34'455 CHF 19.67% 118.42%
12.01.2026 8.00% 0.12 CHF 0.13 CHF 425'000 425'000 142'770 142'769 17'133 CHF 18'561 CHF 11.08% 107.45%

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