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 12.65% 0.11 CHF 0.12 CHF 1'000'000 400'000 691'358 246'543 78'222 CHF 31'085 CHF 6.07% 104.23%
02.12.2025 10.55% 0.11 CHF 0.12 CHF 900'000 300'000 631'521 211'383 83'707 CHF 30'925 CHF 6.07% 103.94%
28.11.2025 7.01% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 137'748 CHF 73'874 CHF 99.02% 99.02%
27.11.2025 6.93% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 139'442 CHF 74'721 CHF 99.38% 99.38%
26.11.2025 7.03% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 137'418 CHF 73'709 CHF 99.36% 99.36%
25.11.2025 6.12% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 439'704 158'900 CHF 73'980 CHF 99.26% 99.26%
24.11.2025 5.17% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 188'689 CHF 79'476 CHF 99.10% 99.10%
21.11.2025 5.77% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 429'642 169'098 CHF 76'617 CHF 99.33% 99.33%
20.11.2025 6.91% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 139'838 CHF 74'919 CHF 99.37% 99.37%
19.11.2025 5.86% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 476'184 165'917 CHF 83'669 CHF 99.34% 99.34%

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