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 1.10% 0.92 CHF 0.93 CHF 375'000 125'000 375'000 125'000 339'935 CHF 114'562 CHF 99.43% 99.43%
02.12.2024 1.29% 0.83 CHF 0.84 CHF 375'000 125'000 375'000 125'000 288'433 CHF 97'394 CHF 98.53% 98.53%
29.11.2024 1.36% 0.83 CHF 0.84 CHF 375'000 125'000 322'676 108'391 236'699 CHF 80'591 CHF 99.44% 99.44%
28.11.2024 1.31% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 228'587 CHF 77'196 CHF 98.39% 98.39%
27.11.2024 1.52% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 196'178 CHF 66'393 CHF 99.44% 99.44%
26.11.2024 1.37% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 217'591 CHF 73'530 CHF 97.54% 97.54%
25.11.2024 1.27% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 234'508 CHF 79'169 CHF 99.44% 99.44%
22.11.2024 1.41% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 211'156 CHF 71'385 CHF 99.43% 99.43%
20.11.2024 1.62% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 184'498 CHF 62'499 CHF 99.44% 99.44%
19.11.2024 1.59% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 186'835 CHF 63'278 CHF 98.97% 98.97%

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