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 10.12% 0.45 CHF 0.51 CHF 110'115 50'000 96'277 50'000 51'739 CHF 29'871 CHF 58.72% 58.72%
02.12.2025 11.63% 0.49 CHF 0.55 CHF 108'279 50'000 110'102 50'000 50'625 CHF 25'832 CHF 45.20% 45.20%
28.11.2025 10.35% 0.45 CHF 0.51 CHF 110'476 50'000 99'776 50'000 52'274 CHF 29'095 CHF 74.84% 74.84%
27.11.2025 14.34% 0.37 CHF 0.42 CHF 115'277 50'000 117'523 50'000 38'301 CHF 18'812 CHF 92.23% 92.23%
26.11.2025 14.98% 0.32 CHF 0.37 CHF 117'944 50'000 118'047 50'000 37'574 CHF 18'492 CHF 62.31% 62.31%
25.11.2025 13.66% 0.37 CHF 0.42 CHF 115'654 50'000 115'228 50'000 43'233 CHF 21'513 CHF 51.68% 51.68%
24.11.2025 11.39% 0.49 CHF 0.55 CHF 108'876 50'000 109'871 50'000 47'979 CHF 24'559 CHF 23.02% 23.02%
21.11.2025 13.72% 0.37 CHF 0.43 CHF 115'456 50'000 115'564 49'813 41'839 CHF 20'688 CHF 93.42% 93.42%
20.11.2025 23.85% 0.36 CHF 0.41 CHF 115'905 50'000 116'015 34'582 39'033 CHF 14'343 CHF 96.81% 96.81%
19.11.2025 14.31% 0.33 CHF 0.38 CHF 117'438 50'000 116'407 50'000 39'048 CHF 19'357 CHF 100.00% 100.00%

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