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
02.12.2024 2.11% 0.45 CHF 0.46 CHF 1'000'000 600'000 1'000'000 600'000 470'028 CHF 288'016 CHF 98.35% 98.35%
29.11.2024 1.71% 0.52 CHF 0.53 CHF 1'000'000 600'000 1'000'000 564'191 579'012 CHF 331'619 CHF 99.16% 99.16%
28.11.2024 1.65% 0.59 CHF 0.60 CHF 1'000'000 500'000 1'000'000 516'021 600'622 CHF 314'637 CHF 99.06% 99.06%
27.11.2024 1.44% 0.68 CHF 0.69 CHF 1'000'000 500'000 1'000'000 500'000 688'192 CHF 349'096 CHF 99.16% 99.16%
26.11.2024 1.49% 0.68 CHF 0.69 CHF 1'000'000 500'000 1'000'000 500'000 666'406 CHF 338'203 CHF 98.86% 98.86%
25.11.2024 1.60% 0.63 CHF 0.64 CHF 1'000'000 500'000 1'000'000 545'902 622'124 CHF 344'510 CHF 99.16% 99.16%
22.11.2024 1.54% 0.61 CHF 0.62 CHF 1'000'000 600'000 1'000'000 539'883 646'269 CHF 352'681 CHF 99.16% 99.16%
20.11.2024 1.29% 0.84 CHF 0.85 CHF 1'000'000 500'000 1'000'000 500'000 774'548 CHF 392'274 CHF 99.17% 99.17%

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