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 1.60% 0.65 CHF 0.66 CHF 1'000'000 1'000'000 1'000'000 1'000'000 622'041 CHF 632'041 CHF 99.47% 99.47%
19.11.2024 1.64% 0.59 CHF 0.60 CHF 1'000'000 1'000'000 1'000'000 1'000'000 604'366 CHF 614'366 CHF 100.00% 100.00%
18.11.2024 1.60% 0.61 CHF 0.62 CHF 1'000'000 1'000'000 1'000'000 1'000'000 621'768 CHF 631'768 CHF 99.30% 99.30%
15.11.2024 1.61% 0.63 CHF 0.64 CHF 1'000'000 1'000'000 1'000'000 1'000'000 617'971 CHF 627'971 CHF 98.67% 98.67%
14.11.2024 1.54% 0.61 CHF 0.62 CHF 1'000'000 1'000'000 1'000'000 1'000'000 642'916 CHF 652'916 CHF 100.00% 100.00%
13.11.2024 1.74% 0.61 CHF 0.62 CHF 1'000'000 1'000'000 1'000'000 1'000'000 569'972 CHF 579'972 CHF 99.08% 99.08%
12.11.2024 1.75% 0.57 CHF 0.58 CHF 1'000'000 1'000'000 1'000'000 1'000'000 565'836 CHF 575'836 CHF 99.82% 99.82%
11.11.2024 1.88% 0.54 CHF 0.55 CHF 1'000'000 1'000'000 1'000'000 1'000'000 527'885 CHF 537'885 CHF 99.78% 99.78%
08.11.2024 2.29% 0.46 CHF 0.47 CHF 1'000'000 1'000'000 1'000'000 1'000'000 431'770 CHF 441'770 CHF 99.11% 99.11%
07.11.2024 2.32% 0.41 CHF 0.42 CHF 1'000'000 1'000'000 1'000'000 1'000'000 426'322 CHF 436'322 CHF 99.96% 99.96%

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