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 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 444'960 CHF 149'820 CHF 99.44% 99.44%
02.12.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 441'912 CHF 148'804 CHF 98.52% 98.52%
29.11.2024 1.01% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 443'450 CHF 149'317 CHF 99.37% 99.37%
28.11.2024 1.00% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 448'115 CHF 150'872 CHF 98.33% 98.33%
27.11.2024 0.96% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 464'838 CHF 156'446 CHF 99.37% 99.37%
26.11.2024 1.04% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 430'898 CHF 145'133 CHF 97.46% 97.46%
25.11.2024 1.05% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 425'068 CHF 143'189 CHF 99.37% 99.37%
22.11.2024 1.06% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 422'535 CHF 142'345 CHF 99.37% 99.37%
20.11.2024 1.22% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 367'164 CHF 123'888 CHF 99.38% 99.38%
19.11.2024 1.25% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 358'114 CHF 120'871 CHF 98.90% 98.90%

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