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
20.11.2024 0.95% 0.99 CHF 1.00 CHF 2'213'200 2'213'200 2'213'200 2'213'200 2'320'830 CHF 2'342'960 CHF 100.00% 100.00%
19.11.2024 1.02% 1.01 CHF 1.02 CHF 2'320'100 2'320'100 2'320'100 2'320'100 2'265'880 CHF 2'289'090 CHF 100.00% 100.00%
18.11.2024 1.01% 1.02 CHF 1.03 CHF 2'429'500 2'429'500 2'429'500 2'429'500 2'389'650 CHF 2'413'940 CHF 98.93% 98.93%
15.11.2024 0.92% 0.98 CHF 0.99 CHF 2'010'800 2'010'800 2'010'800 2'010'800 2'179'310 CHF 2'199'420 CHF 100.00% 100.00%
14.11.2024 0.80% 1.22 CHF 1.23 CHF 1'915'000 1'915'000 1'915'000 1'915'000 2'391'060 CHF 2'410'210 CHF 100.00% 100.00%
13.11.2024 0.80% 1.23 CHF 1.24 CHF 1'891'100 1'891'100 1'891'100 1'891'100 2'347'160 CHF 2'366'080 CHF 100.00% 100.00%
12.11.2024 0.79% 1.25 CHF 1.26 CHF 1'866'600 1'866'600 1'866'600 1'866'600 2'361'150 CHF 2'379'810 CHF 100.00% 100.00%
11.11.2024 0.77% 1.28 CHF 1.29 CHF 1'854'100 1'854'100 1'854'100 1'854'100 2'410'710 CHF 2'429'250 CHF 100.00% 100.00%
08.11.2024 0.80% 1.26 CHF 1.27 CHF 1'863'900 1'863'900 1'863'900 1'863'900 2'327'410 CHF 2'346'050 CHF 100.00% 100.00%
07.11.2024 0.85% 1.23 CHF 1.24 CHF 2'060'300 2'060'300 2'060'300 2'060'300 2'404'830 CHF 2'425'440 CHF 99.68% 99.68%

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