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
21.02.2025 1.87% 0.57 CHF 0.58 CHF 1'000'000 400'000 1'000'000 399'979 531'577 CHF 216'619 CHF 99.16% 99.16%
20.02.2025 1.66% 0.56 CHF 0.57 CHF 1'000'000 400'000 957'148 357'382 572'880 CHF 216'589 CHF 99.17% 99.17%
19.02.2025 2.16% 0.43 CHF 0.44 CHF 1'000'000 400'000 1'000'000 400'000 459'678 CHF 187'871 CHF 99.16% 99.16%
18.02.2025 1.96% 0.50 CHF 0.51 CHF 1'000'000 400'000 1'000'000 400'000 504'566 CHF 205'826 CHF 99.16% 99.16%
17.02.2025 2.07% 0.49 CHF 0.50 CHF 1'000'000 400'000 1'000'000 400'000 478'959 CHF 195'584 CHF 99.16% 99.16%
14.02.2025 2.21% 0.43 CHF 0.44 CHF 1'000'000 400'000 1'000'000 399'886 449'774 CHF 183'855 CHF 99.16% 99.16%
13.02.2025 1.96% 0.51 CHF 0.52 CHF 1'000'000 400'000 999'891 399'873 506'667 CHF 206'627 CHF 99.15% 99.15%
12.02.2025 1.89% 0.52 CHF 0.53 CHF 1'000'000 400'000 999'876 399'879 523'368 CHF 213'309 CHF 97.82% 97.82%
11.02.2025 1.92% 0.53 CHF 0.54 CHF 1'000'000 400'000 999'941 399'825 515'687 CHF 210'195 CHF 99.15% 99.15%
10.02.2025 2.11% 0.48 CHF 0.49 CHF 1'000'000 400'000 999'879 400'000 468'816 CHF 191'550 CHF 99.16% 99.16%

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