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
20.11.2024 1.00% 0.98 CHF 0.99 CHF 120'000 120'000 120'000 120'000 119'063 CHF 120'263 CHF 99.44% 99.44%
19.11.2024 0.97% 1.02 CHF 1.03 CHF 120'000 120'000 120'000 120'000 122'841 CHF 124'041 CHF 100.00% 100.00%
18.11.2024 0.99% 0.99 CHF 1.00 CHF 120'000 120'000 120'000 120'000 120'938 CHF 122'138 CHF 99.88% 99.88%
15.11.2024 0.98% 1.02 CHF 1.03 CHF 120'000 120'000 120'000 120'000 122'429 CHF 123'629 CHF 100.00% 100.00%
14.11.2024 0.96% 1.01 CHF 1.02 CHF 120'000 120'000 120'000 120'000 123'927 CHF 125'127 CHF 98.60% 98.60%
13.11.2024 0.97% 1.06 CHF 1.07 CHF 120'000 120'000 120'000 120'000 123'318 CHF 124'518 CHF 100.00% 100.00%
12.11.2024 1.01% 1.01 CHF 1.02 CHF 120'000 120'000 120'000 120'000 118'373 CHF 119'573 CHF 99.88% 99.88%
11.11.2024 1.02% 0.96 CHF 0.97 CHF 120'000 120'000 120'000 120'000 116'588 CHF 117'788 CHF 100.00% 100.00%
08.11.2024 1.02% 0.99 CHF 1.00 CHF 120'000 120'000 120'000 120'000 117'623 CHF 118'823 CHF 99.05% 99.05%
07.11.2024 1.03% 0.96 CHF 0.97 CHF 120'000 120'000 120'000 120'000 115'458 CHF 116'658 CHF 100.00% 100.00%

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