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 6.70% 0.39 CHF 0.40 CHF 100'000 100'000 40'607 40'607 15'426 CHF 16'227 CHF 12.42% 110.12%
02.12.2025 7.19% 0.37 CHF 0.38 CHF 100'000 100'000 40'724 40'724 14'527 CHF 15'329 CHF 12.08% 111.20%
28.11.2025 4.55% 0.36 CHF 0.37 CHF 100'000 100'000 58'282 58'282 21'763 CHF 22'679 CHF 97.45% 97.45%
27.11.2025 6.37% 0.40 CHF 0.43 CHF 25'000 25'000 25'000 25'000 10'047 CHF 10'708 CHF 99.81% 99.81%
26.11.2025 4.30% 0.42 CHF 0.43 CHF 100'000 100'000 58'328 58'328 23'716 CHF 24'634 CHF 96.52% 96.52%
25.11.2025 4.04% 0.47 CHF 0.48 CHF 100'000 100'000 59'686 59'686 26'485 CHF 27'395 CHF 83.27% 83.27%
24.11.2025 3.60% 0.40 CHF 0.41 CHF 100'000 100'000 63'483 63'483 26'400 CHF 27'291 CHF 78.95% 78.95%
21.11.2025 3.44% 0.51 CHF 0.52 CHF 100'000 100'000 58'820 58'820 28'961 CHF 29'858 CHF 88.48% 88.48%
20.11.2025 7.19% 0.32 CHF 0.33 CHF 75'000 75'000 60'818 60'818 13'624 CHF 14'455 CHF 49.17% 55.48%
19.11.2025 3.19% 0.32 CHF 0.33 CHF 75'000 75'000 75'000 75'000 23'114 CHF 23'864 CHF 6.18% 97.61%

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