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 1.03% 0.97 CHF 0.98 CHF 900'000 300'000 900'000 300'000 865'765 CHF 291'588 CHF 99.34% 99.34%
02.12.2024 1.04% 0.98 CHF 0.99 CHF 900'000 300'000 900'000 300'000 862'287 CHF 290'429 CHF 92.28% 92.28%
29.11.2024 1.04% 0.95 CHF 0.96 CHF 900'000 300'000 690'567 233'589 659'515 CHF 225'439 CHF 99.38% 99.38%
28.11.2024 1.03% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 581'103 CHF 195'701 CHF 98.32% 98.32%
27.11.2024 1.05% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 568'276 CHF 191'425 CHF 99.38% 99.38%
26.11.2024 1.02% 0.99 CHF 1.00 CHF 600'000 200'000 600'000 200'000 583'198 CHF 196'399 CHF 97.48% 97.48%
25.11.2024 0.99% 1.00 CHF 1.01 CHF 600'000 200'000 600'000 200'000 602'610 CHF 202'870 CHF 98.80% 98.80%
22.11.2024 0.97% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 614'697 CHF 206'899 CHF 99.37% 99.37%
20.11.2024 1.05% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 569'895 CHF 191'965 CHF 99.03% 99.03%
19.11.2024 1.06% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 565'674 CHF 190'558 CHF 99.37% 99.37%

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