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 1.03% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 432'680 CHF 145'727 CHF 98.74% 98.74%
19.11.2024 1.00% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 446'897 CHF 150'466 CHF 99.19% 99.19%
18.11.2024 1.02% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 439'523 CHF 148'008 CHF 96.25% 96.25%
15.11.2024 1.01% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 444'995 CHF 149'832 CHF 99.20% 99.20%
14.11.2024 0.99% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 450'912 CHF 151'804 CHF 98.43% 98.43%
13.11.2024 1.00% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 448'152 CHF 150'884 CHF 96.59% 96.59%
12.11.2024 1.04% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 429'209 CHF 144'570 CHF 96.57% 96.57%
11.11.2024 1.06% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 422'665 CHF 142'388 CHF 98.80% 98.80%
08.11.2024 1.05% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 426'254 CHF 143'584 CHF 99.06% 99.06%
07.11.2024 1.07% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 418'075 CHF 140'858 CHF 98.63% 98.63%

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