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
22.11.2024 0.85% 1.19 CHF 1.20 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'169'690 CHF 1'179'690 CHF 99.38% 99.38%
20.11.2024 0.95% 1.08 CHF 1.09 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'048'060 CHF 1'058'060 CHF 99.47% 99.47%
19.11.2024 0.97% 1.01 CHF 1.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'029'170 CHF 1'039'170 CHF 100.00% 100.00%
18.11.2024 0.95% 1.03 CHF 1.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'046'780 CHF 1'056'780 CHF 99.30% 99.30%
15.11.2024 0.95% 1.06 CHF 1.07 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'045'350 CHF 1'055'350 CHF 98.67% 98.67%
14.11.2024 0.93% 1.04 CHF 1.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'070'700 CHF 1'080'700 CHF 100.00% 100.00%
13.11.2024 1.00% 1.03 CHF 1.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 995'260 CHF 1'005'260 CHF 99.08% 99.08%
12.11.2024 1.01% 1.00 CHF 1.01 CHF 1'000'000 1'000'000 1'000'000 1'000'000 989'565 CHF 999'565 CHF 99.82% 99.82%
11.11.2024 1.05% 0.96 CHF 0.97 CHF 1'000'000 1'000'000 1'000'000 1'000'000 949'573 CHF 959'573 CHF 99.78% 99.78%
08.11.2024 1.17% 0.89 CHF 0.90 CHF 1'000'000 1'000'000 1'000'000 1'000'000 851'368 CHF 861'368 CHF 99.11% 99.11%

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