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
03.12.2024 0.60% 1.66 CHF 1.67 CHF 900'000 300'000 900'000 300'000 1'487'940 CHF 498'980 CHF 99.34% 99.34%
02.12.2024 0.60% 1.68 CHF 1.69 CHF 900'000 300'000 900'000 300'000 1'486'620 CHF 498'540 CHF 92.27% 92.27%
29.11.2024 0.61% 1.64 CHF 1.65 CHF 900'000 300'000 690'567 233'589 1'134'920 CHF 386'219 CHF 99.38% 99.38%
28.11.2024 0.60% 1.65 CHF 1.66 CHF 600'000 200'000 600'000 200'000 995'120 CHF 333'707 CHF 98.31% 98.31%
27.11.2024 0.61% 1.64 CHF 1.65 CHF 600'000 200'000 600'000 200'000 982'125 CHF 329'375 CHF 99.37% 99.37%
26.11.2024 0.60% 1.68 CHF 1.69 CHF 600'000 200'000 600'000 200'000 998'435 CHF 334'812 CHF 97.47% 97.47%
25.11.2024 0.59% 1.69 CHF 1.70 CHF 600'000 200'000 600'000 200'000 1'018'200 CHF 341'402 CHF 98.81% 98.81%
22.11.2024 0.58% 1.73 CHF 1.74 CHF 600'000 200'000 600'000 200'000 1'033'220 CHF 346'408 CHF 99.37% 99.37%
20.11.2024 0.61% 1.64 CHF 1.65 CHF 600'000 200'000 600'000 200'000 985'006 CHF 330'335 CHF 99.03% 99.03%
19.11.2024 0.61% 1.63 CHF 1.64 CHF 600'000 200'000 600'000 200'000 979'309 CHF 328'436 CHF 99.37% 99.37%

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