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 1.04% 0.95 CHF 0.96 CHF 500'000 100'000 500'000 100'000 476'234 CHF 96'247 CHF 99.27% 99.27%
19.11.2024 0.99% 1.01 CHF 1.02 CHF 500'000 100'000 500'000 100'000 504'480 CHF 101'896 CHF 99.27% 99.27%
18.11.2024 1.05% 0.94 CHF 0.95 CHF 500'000 100'000 500'000 100'000 471'966 CHF 95'393 CHF 99.27% 99.27%
15.11.2024 1.09% 0.93 CHF 0.94 CHF 500'000 100'000 500'000 100'000 455'098 CHF 92'020 CHF 99.27% 99.27%
14.11.2024 1.07% 0.88 CHF 0.89 CHF 500'000 100'000 500'000 100'000 463'597 CHF 93'720 CHF 99.27% 99.27%
13.11.2024 0.99% 0.97 CHF 0.98 CHF 500'000 100'000 500'000 100'000 501'201 CHF 101'240 CHF 99.27% 99.27%
12.11.2024 1.14% 0.92 CHF 0.93 CHF 500'000 100'000 500'000 100'000 437'337 CHF 88'467 CHF 99.25% 99.25%
11.11.2024 1.17% 0.84 CHF 0.85 CHF 500'000 100'000 500'000 100'000 424'572 CHF 85'915 CHF 99.27% 99.27%
08.11.2024 1.10% 0.91 CHF 0.92 CHF 500'000 100'000 500'000 100'000 453'598 CHF 91'720 CHF 99.25% 99.25%
07.11.2024 1.07% 0.93 CHF 0.94 CHF 500'000 100'000 500'000 100'000 465'001 CHF 94'000 CHF 1.12% 1.12%

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