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 1.61% 0.95 CHF 0.96 CHF 407'500 407'500 161'305 161'305 152'840 CHF 154'884 CHF 100.00% 100.00%
02.12.2024 1.56% 0.94 CHF 0.95 CHF 402'600 402'600 157'775 157'775 151'260 CHF 153'249 CHF 100.00% 100.00%
29.11.2024 1.81% 0.94 CHF 0.95 CHF 360'700 360'700 138'019 138'019 133'631 CHF 135'604 CHF 99.95% 99.95%
28.11.2024 2.18% 0.99 CHF 1.00 CHF 108'200 108'200 88'392 88'392 86'981 CHF 88'710 CHF 98.70% 98.70%
27.11.2024 1.47% 1.12 CHF 1.13 CHF 413'700 413'700 161'258 161'258 173'208 CHF 175'250 CHF 99.90% 99.90%
26.11.2024 1.54% 1.01 CHF 1.02 CHF 369'600 369'600 146'478 146'478 145'871 CHF 147'729 CHF 99.52% 99.52%
25.11.2024 1.14% 1.00 CHF 1.01 CHF 450'800 450'800 177'865 177'865 167'234 CHF 169'022 CHF 99.95% 99.95%
22.11.2024 1.24% 0.87 CHF 0.88 CHF 526'000 526'000 206'332 206'332 172'250 CHF 174'317 CHF 100.00% 100.00%
20.11.2024 1.30% 0.82 CHF 0.83 CHF 532'200 532'200 204'394 204'394 164'000 CHF 166'050 CHF 99.90% 99.90%
19.11.2024 1.11% 0.86 CHF 0.87 CHF 408'300 408'300 162'038 162'038 145'908 CHF 147'531 CHF 97.53% 97.53%

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