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
15.10.2026 51.26% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 513'980 508'153 7'322 CHF 12'335 CHF 97.44% 97.44%
14.10.2026 32.84% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 467'851 467'851 11'440 CHF 16'137 CHF 99.42% 99.42%
13.10.2026 37.01% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 472'176 472'176 10'597 CHF 15'336 CHF 98.93% 98.93%
12.10.2026 27.11% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 455'184 455'184 14'165 CHF 18'735 CHF 98.53% 98.53%
09.10.2026 26.80% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 452'688 452'688 14'297 CHF 18'845 CHF 99.91% 99.91%
08.10.2026 22.02% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 450'238 450'238 17'786 CHF 22'306 CHF 100.00% 100.00%
07.10.2026 17.36% 0.05 CHF 0.06 CHF 960'000 960'000 425'817 425'817 22'221 CHF 26'495 CHF 100.00% 100.00%
06.10.2026 16.66% 0.06 CHF 0.07 CHF 880'000 880'000 427'203 427'203 24'241 CHF 28'530 CHF 99.05% 99.05%
05.10.2026 14.67% 0.05 CHF 0.06 CHF 960'000 960'000 416'307 416'307 25'691 CHF 29'870 CHF 100.00% 100.00%
02.10.2026 13.58% 0.07 CHF 0.08 CHF 880'000 880'000 405'171 405'171 29'569 CHF 33'637 CHF 99.97% 99.97%

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