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 1.17% 0.86 CHF 0.87 CHF 375'000 375'000 168'288 168'288 146'579 CHF 148'266 CHF 99.91% 99.91%
19.11.2024 1.18% 0.88 CHF 0.89 CHF 380'000 380'000 168'485 168'485 146'296 CHF 147'984 CHF 100.00% 100.00%
18.11.2024 1.22% 0.85 CHF 0.86 CHF 375'000 375'000 162'424 162'424 135'628 CHF 137'255 CHF 99.64% 99.64%
15.11.2024 1.11% 0.86 CHF 0.87 CHF 375'000 375'000 123'898 123'898 110'126 CHF 111'368 CHF 98.89% 98.89%
14.11.2024 1.87% 0.90 CHF 0.91 CHF 380'000 380'000 127'402 127'402 115'971 CHF 117'406 CHF 95.14% 95.14%
13.11.2024 0.95% 1.06 CHF 1.07 CHF 420'000 420'000 187'555 187'555 199'833 CHF 201'712 CHF 99.78% 99.78%
12.11.2024 0.95% 1.08 CHF 1.09 CHF 425'000 425'000 188'509 188'509 202'463 CHF 204'351 CHF 100.00% 100.00%
11.11.2024 0.93% 1.08 CHF 1.09 CHF 425'000 425'000 190'863 190'863 206'827 CHF 208'739 CHF 99.90% 99.90%
08.11.2024 0.93% 1.09 CHF 1.10 CHF 435'000 435'000 194'315 194'315 212'674 CHF 214'621 CHF 100.00% 100.00%
07.11.2024 0.93% 1.09 CHF 1.10 CHF 435'000 435'000 193'442 193'442 210'529 CHF 212'467 CHF 99.86% 99.86%

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