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 0.69% 1.39 CHF 1.40 CHF 1'000'000 200'000 1'000'000 200'000 1'443'770 CHF 290'753 CHF 99.37% 99.37%
19.11.2024 0.74% 1.38 CHF 1.39 CHF 1'000'000 200'000 1'000'000 200'000 1'350'190 CHF 272'039 CHF 99.38% 99.38%
18.11.2024 0.71% 1.42 CHF 1.43 CHF 1'000'000 200'000 1'000'000 200'000 1'397'360 CHF 281'472 CHF 99.25% 99.25%
15.11.2024 0.72% 1.37 CHF 1.38 CHF 1'000'000 200'000 1'000'000 200'000 1'379'850 CHF 277'970 CHF 99.38% 99.38%
14.11.2024 0.71% 1.43 CHF 1.44 CHF 1'000'000 200'000 1'000'000 200'000 1'403'310 CHF 282'662 CHF 99.36% 99.36%
13.11.2024 0.72% 1.38 CHF 1.39 CHF 1'000'000 200'000 1'000'000 200'000 1'378'600 CHF 277'720 CHF 99.38% 99.38%
12.11.2024 0.68% 1.41 CHF 1.42 CHF 1'000'000 200'000 1'000'000 200'000 1'466'830 CHF 295'367 CHF 99.38% 99.38%
11.11.2024 0.67% 1.53 CHF 1.54 CHF 1'000'000 200'000 1'000'000 200'000 1'494'200 CHF 300'839 CHF 99.36% 99.36%
08.11.2024 0.69% 1.42 CHF 1.43 CHF 1'000'000 200'000 1'000'000 200'000 1'435'380 CHF 289'077 CHF 99.37% 99.37%
07.11.2024 0.64% 1.55 CHF 1.56 CHF 1'000'000 200'000 1'000'000 200'000 1'569'350 CHF 315'870 CHF 98.37% 98.37%

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