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 0.63% 1.53 CHF 1.54 CHF 1'000'000 200'000 1'000'000 200'000 1'582'370 CHF 318'474 CHF 99.37% 99.37%
19.11.2024 0.67% 1.51 CHF 1.52 CHF 1'000'000 200'000 1'000'000 200'000 1'488'540 CHF 299'707 CHF 99.37% 99.37%
18.11.2024 0.65% 1.56 CHF 1.57 CHF 1'000'000 200'000 1'000'000 200'000 1'535'350 CHF 309'070 CHF 99.25% 99.25%
15.11.2024 0.66% 1.51 CHF 1.52 CHF 1'000'000 200'000 1'000'000 200'000 1'517'970 CHF 305'593 CHF 99.37% 99.37%
14.11.2024 0.65% 1.57 CHF 1.58 CHF 1'000'000 200'000 1'000'000 200'000 1'541'480 CHF 310'295 CHF 99.36% 99.36%
13.11.2024 0.66% 1.51 CHF 1.52 CHF 1'000'000 200'000 1'000'000 200'000 1'516'000 CHF 305'201 CHF 99.37% 99.37%
12.11.2024 0.62% 1.55 CHF 1.56 CHF 1'000'000 200'000 1'000'000 200'000 1'604'870 CHF 322'975 CHF 99.37% 99.37%
11.11.2024 0.61% 1.66 CHF 1.67 CHF 1'000'000 200'000 1'000'000 200'000 1'631'700 CHF 328'340 CHF 99.37% 99.37%
08.11.2024 0.63% 1.56 CHF 1.57 CHF 1'000'000 200'000 1'000'000 200'000 1'573'370 CHF 316'674 CHF 99.37% 99.37%
07.11.2024 0.58% 1.69 CHF 1.70 CHF 1'000'000 200'000 1'000'000 200'000 1'707'180 CHF 343'437 CHF 98.37% 98.37%

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