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
15.12.2025 1.70% 0.58 CHF 0.59 CHF 120'000 120'000 56'929 40'210 33'108 CHF 23'712 CHF 13.24% 112.41%
12.12.2025 1.62% 0.64 CHF 0.65 CHF 120'000 120'000 54'242 38'405 33'703 CHF 24'522 CHF 13.00% 106.76%
10.12.2025 1.94% 0.54 CHF 0.55 CHF 130'000 130'000 60'539 41'862 31'541 CHF 22'547 CHF 13.09% 100.03%
09.12.2025 2.06% 0.48 CHF 0.49 CHF 130'000 130'000 47'816 32'345 22'920 CHF 15'849 CHF 12.02% 107.01%
08.12.2025 2.18% 0.44 CHF 0.45 CHF 130'000 130'000 40'684 22'480 18'345 CHF 10'307 CHF 10.93% 109.13%
05.12.2025 3.23% 0.39 CHF 0.40 CHF 140'000 140'000 69'791 37'985 23'243 CHF 14'271 CHF 12.37% 103.30%
03.12.2025 4.33% 0.21 CHF 0.22 CHF 250'000 150'000 104'391 23'372 19'477 CHF 4'722 CHF 10.54% 95.91%
02.12.2025 4.05% 0.19 CHF 0.19 CHF 275'000 150'000 96'223 34'863 18'310 CHF 6'851 CHF 11.79% 110.68%
28.11.2025 5.31% 0.28 CHF 0.29 CHF 190'000 150'000 197'943 68'275 50'982 CHF 18'463 CHF 98.45% 98.45%
27.11.2025 3.78% 0.24 CHF 0.25 CHF 225'000 20'000 200'852 32'842 52'085 CHF 8'842 CHF 99.68% 99.68%

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