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
30.12.2024 0.82% 1.16 CHF 1.17 CHF 1'000'000 1'000'000 999'466 999'466 1'218'560 CHF 1'228'560 CHF 99.75% 99.75%
27.12.2024 0.80% 1.27 CHF 1.28 CHF 1'000'000 1'000'000 999'924 999'924 1'245'540 CHF 1'255'540 CHF 96.22% 96.22%
23.12.2024 0.79% 1.24 CHF 1.25 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'264'320 CHF 1'274'320 CHF 100.00% 100.00%
20.12.2024 1.22% 1.36 CHF 1.37 CHF 1'000'000 1'000'000 879'508 879'508 1'107'500 CHF 1'116'840 CHF 99.14% 99.14%
19.12.2024 0.67% 1.45 CHF 1.46 CHF 930'000 930'000 873'258 873'258 1'302'240 CHF 1'310'970 CHF 98.76% 98.76%
18.12.2024 0.58% 1.69 CHF 1.70 CHF 940'000 940'000 940'000 940'000 1'628'260 CHF 1'637'660 CHF 100.00% 100.00%
17.12.2024 0.56% 1.71 CHF 1.72 CHF 920'000 920'000 920'000 920'000 1'626'140 CHF 1'635'340 CHF 99.37% 99.37%
16.12.2024 0.55% 1.79 CHF 1.80 CHF 900'000 900'000 900'000 900'000 1'629'370 CHF 1'638'370 CHF 99.42% 99.42%
13.12.2024 0.52% 1.85 CHF 1.86 CHF 880'000 880'000 880'000 880'000 1'702'210 CHF 1'711'010 CHF 100.00% 100.00%
12.12.2024 0.54% 1.87 CHF 1.88 CHF 880'000 880'000 878'224 878'224 1'634'160 CHF 1'642'950 CHF 98.68% 98.68%

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