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 1.13% 0.90 CHF 0.91 CHF 1'000'000 600'000 1'000'000 600'000 880'073 CHF 534'044 CHF 97.78% 97.78%
21.01.2025 0.99% 0.95 CHF 0.96 CHF 1'000'000 600'000 1'000'000 600'000 1'007'610 CHF 610'564 CHF 98.11% 98.11%
20.01.2025 0.95% 1.04 CHF 1.05 CHF 1'000'000 600'000 1'000'000 600'000 1'045'240 CHF 633'144 CHF 99.18% 99.18%
17.01.2025 0.93% 1.07 CHF 1.08 CHF 1'000'000 600'000 1'000'000 600'000 1'067'500 CHF 646'502 CHF 99.17% 99.17%
16.01.2025 0.86% 1.11 CHF 1.12 CHF 1'000'000 600'000 1'000'000 600'000 1'151'370 CHF 696'821 CHF 99.16% 99.16%
15.01.2025 0.77% 1.23 CHF 1.24 CHF 1'000'000 600'000 1'000'000 600'000 1'294'140 CHF 782'482 CHF 99.16% 99.16%
13.01.2025 0.74% 1.31 CHF 1.32 CHF 1'000'000 600'000 1'000'000 600'000 1'355'390 CHF 819'235 CHF 98.98% 98.98%
10.01.2025 0.83% 1.26 CHF 1.27 CHF 1'000'000 600'000 1'000'000 600'000 1'193'900 CHF 722'342 CHF 99.35% 99.35%
09.01.2025 0.91% 1.11 CHF 1.12 CHF 1'000'000 600'000 1'000'000 600'000 1'097'110 CHF 664'264 CHF 99.16% 99.16%
08.01.2025 0.87% 1.15 CHF 1.16 CHF 1'000'000 600'000 1'000'000 600'000 1'145'170 CHF 693'101 CHF 99.17% 99.17%

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