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
23.10.2026 10.93% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 87'022 CHF 38'809 CHF 90.14% 90.14%
22.10.2026 14.94% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 487'102 62'215 CHF 35'066 CHF 96.89% 96.89%
21.10.2026 14.41% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 499'976 64'752 CHF 37'374 CHF 98.67% 98.67%
20.10.2026 7.81% 0.07 CHF 0.07 CHF 1'000'000 500'000 1'000'000 499'255 61'657 CHF 33'271 CHF 98.26% 98.26%
19.10.2026 7.11% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 499'888 67'915 CHF 36'449 CHF 98.26% 98.26%
16.10.2026 8.76% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 54'614 CHF 29'807 CHF 97.78% 97.78%
15.10.2026 13.79% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'792 CHF 38'896 CHF 96.86% 96.86%
14.10.2026 9.77% 0.06 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'799 CHF 26'900 CHF 97.49% 97.49%
13.10.2026 15.40% 0.05 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'119 CHF 28'104 CHF 97.03% 97.03%
12.10.2026 15.54% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 59'427 CHF 34'714 CHF 97.93% 97.93%

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