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
22.01.2025 0.94% 1.08 CHF 1.09 CHF 1'000'000 600'000 1'000'000 600'000 1'053'640 CHF 638'183 CHF 97.79% 97.79%
21.01.2025 0.81% 1.15 CHF 1.16 CHF 1'000'000 500'000 1'000'000 500'000 1'229'780 CHF 619'889 CHF 98.11% 98.11%
20.01.2025 0.78% 1.26 CHF 1.27 CHF 1'000'000 500'000 1'000'000 500'000 1'274'490 CHF 642'244 CHF 99.16% 99.16%
17.01.2025 0.76% 1.30 CHF 1.31 CHF 1'000'000 500'000 1'000'000 500'000 1'306'390 CHF 658'196 CHF 99.17% 99.17%
16.01.2025 0.70% 1.37 CHF 1.38 CHF 1'000'000 500'000 1'000'000 500'000 1'420'730 CHF 715'363 CHF 99.15% 99.15%
15.01.2025 0.62% 1.53 CHF 1.54 CHF 1'000'000 500'000 1'000'000 434'277 1'621'000 CHF 706'200 CHF 99.16% 99.16%
13.01.2025 0.59% 1.64 CHF 1.65 CHF 1'000'000 400'000 1'000'000 402'028 1'693'670 CHF 684'794 CHF 98.99% 98.99%
10.01.2025 0.68% 1.57 CHF 1.58 CHF 1'000'000 500'000 1'000'000 500'000 1'472'290 CHF 741'147 CHF 99.34% 99.34%
09.01.2025 0.74% 1.35 CHF 1.36 CHF 1'000'000 500'000 1'000'000 500'000 1'342'380 CHF 676'188 CHF 99.16% 99.16%
08.01.2025 0.71% 1.42 CHF 1.43 CHF 1'000'000 500'000 1'000'000 500'000 1'413'410 CHF 711'707 CHF 99.17% 99.17%

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