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 1.37% 0.70 CHF 0.71 CHF 1'500'000 150'000 1'500'000 150'000 1'087'200 CHF 110'220 CHF 99.37% 99.37%
19.11.2024 1.42% 0.69 CHF 0.70 CHF 1'500'000 150'000 1'500'000 150'000 1'045'510 CHF 106'051 CHF 99.37% 99.37%
18.11.2024 1.44% 0.70 CHF 0.71 CHF 1'500'000 150'000 1'500'000 150'000 1'033'160 CHF 104'816 CHF 99.26% 99.26%
15.11.2024 1.53% 0.66 CHF 0.67 CHF 1'500'000 150'000 1'500'000 150'000 972'837 CHF 98'784 CHF 99.38% 99.38%
14.11.2024 1.64% 0.63 CHF 0.64 CHF 1'500'000 150'000 1'500'000 150'000 909'660 CHF 92'466 CHF 99.37% 99.37%
13.11.2024 1.64% 0.60 CHF 0.61 CHF 1'500'000 150'000 1'500'000 150'000 907'999 CHF 92'300 CHF 99.37% 99.37%
12.11.2024 1.56% 0.62 CHF 0.63 CHF 1'500'000 150'000 1'500'000 150'000 956'502 CHF 97'150 CHF 99.38% 99.38%
11.11.2024 1.47% 0.68 CHF 0.69 CHF 1'500'000 150'000 1'500'000 150'000 1'015'550 CHF 103'055 CHF 99.37% 99.37%
08.11.2024 1.57% 0.64 CHF 0.65 CHF 1'500'000 150'000 1'500'000 150'000 948'712 CHF 96'371 CHF 99.37% 99.37%
07.11.2024 1.51% 0.65 CHF 0.66 CHF 1'500'000 150'000 1'500'000 150'000 988'257 CHF 100'326 CHF 98.36% 98.36%

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