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 0.64% 1.56 CHF 1.57 CHF 375'000 125'000 375'000 125'000 579'724 CHF 194'491 CHF 99.43% 99.43%
02.12.2024 0.71% 1.47 CHF 1.48 CHF 375'000 125'000 375'000 125'000 528'163 CHF 177'304 CHF 98.52% 98.52%
29.11.2024 0.73% 1.47 CHF 1.48 CHF 375'000 125'000 322'676 108'391 442'799 CHF 149'823 CHF 99.44% 99.44%
28.11.2024 0.71% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 420'465 CHF 141'155 CHF 98.38% 98.38%
27.11.2024 0.77% 1.27 CHF 1.28 CHF 300'000 100'000 300'000 100'000 387'451 CHF 130'150 CHF 99.44% 99.44%
26.11.2024 0.73% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 409'150 CHF 137'383 CHF 97.54% 97.54%
25.11.2024 0.70% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 426'362 CHF 143'121 CHF 99.44% 99.44%
22.11.2024 0.74% 1.36 CHF 1.37 CHF 300'000 100'000 300'000 100'000 402'056 CHF 135'019 CHF 99.44% 99.44%
20.11.2024 0.79% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 376'519 CHF 126'506 CHF 99.44% 99.44%
19.11.2024 0.79% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 378'517 CHF 127'172 CHF 98.97% 98.97%

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