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 1.36% 0.76 CHF 0.77 CHF 1'000'000 1'000'000 1'000'000 1'000'000 727'864 CHF 737'864 CHF 99.46% 99.46%
19.11.2024 1.40% 0.69 CHF 0.70 CHF 1'000'000 1'000'000 1'000'000 1'000'000 709'625 CHF 719'625 CHF 100.00% 100.00%
18.11.2024 1.37% 0.71 CHF 0.72 CHF 1'000'000 1'000'000 1'000'000 1'000'000 726'680 CHF 736'680 CHF 99.30% 99.30%
15.11.2024 1.37% 0.74 CHF 0.75 CHF 1'000'000 1'000'000 1'000'000 1'000'000 723'812 CHF 733'812 CHF 98.67% 98.67%
14.11.2024 1.33% 0.72 CHF 0.73 CHF 1'000'000 1'000'000 1'000'000 1'000'000 748'708 CHF 758'708 CHF 100.00% 100.00%
13.11.2024 1.47% 0.71 CHF 0.72 CHF 1'000'000 1'000'000 1'000'000 1'000'000 675'759 CHF 685'759 CHF 99.08% 99.08%
12.11.2024 1.48% 0.68 CHF 0.69 CHF 1'000'000 1'000'000 1'000'000 1'000'000 670'329 CHF 680'329 CHF 99.81% 99.81%
11.11.2024 1.57% 0.64 CHF 0.65 CHF 1'000'000 1'000'000 1'000'000 1'000'000 630'779 CHF 640'779 CHF 99.77% 99.77%
08.11.2024 1.86% 0.57 CHF 0.58 CHF 1'000'000 1'000'000 1'000'000 1'000'000 534'407 CHF 544'407 CHF 99.16% 99.16%
07.11.2024 1.87% 0.51 CHF 0.52 CHF 1'000'000 1'000'000 1'000'000 1'000'000 530'894 CHF 540'894 CHF 99.96% 99.96%

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