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 1.11% 0.93 CHF 0.94 CHF 1'000'000 1'000'000 1'000'000 1'000'000 894'964 CHF 904'964 CHF 99.46% 99.46%
19.11.2024 1.14% 0.86 CHF 0.87 CHF 1'000'000 1'000'000 1'000'000 1'000'000 876'084 CHF 886'084 CHF 100.00% 100.00%
18.11.2024 1.11% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 1'000'000 1'000'000 894'504 CHF 904'504 CHF 99.30% 99.30%
15.11.2024 1.11% 0.91 CHF 0.92 CHF 1'000'000 1'000'000 1'000'000 1'000'000 892'837 CHF 902'837 CHF 98.67% 98.67%
14.11.2024 1.09% 0.89 CHF 0.90 CHF 1'000'000 1'000'000 1'000'000 1'000'000 916'700 CHF 926'700 CHF 100.00% 100.00%
13.11.2024 1.18% 0.88 CHF 0.89 CHF 1'000'000 1'000'000 1'000'000 1'000'000 841'616 CHF 851'616 CHF 99.08% 99.08%
12.11.2024 1.19% 0.84 CHF 0.85 CHF 1'000'000 1'000'000 1'000'000 1'000'000 837'627 CHF 847'627 CHF 99.81% 99.81%
11.11.2024 1.24% 0.81 CHF 0.82 CHF 1'000'000 1'000'000 1'000'000 1'000'000 798'790 CHF 808'790 CHF 99.78% 99.78%
08.11.2024 1.42% 0.73 CHF 0.74 CHF 1'000'000 1'000'000 1'000'000 1'000'000 700'445 CHF 710'445 CHF 99.11% 99.11%
07.11.2024 1.43% 0.68 CHF 0.69 CHF 1'000'000 1'000'000 1'000'000 1'000'000 696'678 CHF 706'678 CHF 99.96% 99.96%

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