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% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 383'035 CHF 129'178 CHF 98.93% 98.93%
19.11.2024 1.20% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 372'730 CHF 125'743 CHF 90.22% 90.22%
18.11.2024 1.08% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 416'205 CHF 140'235 CHF 97.07% 97.07%
15.11.2024 1.04% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 432'466 CHF 145'655 CHF 98.34% 98.34%
14.11.2024 1.05% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 427'211 CHF 143'904 CHF 98.91% 98.91%
13.11.2024 1.09% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 409'877 CHF 138'126 CHF 96.58% 96.58%
12.11.2024 0.98% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 457'117 CHF 153'872 CHF 94.06% 94.06%
11.11.2024 1.09% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 410'008 CHF 138'169 CHF 97.90% 97.90%
08.11.2024 1.22% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 367'457 CHF 123'986 CHF 93.09% 93.09%
07.11.2024 1.17% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 381'054 CHF 128'518 CHF 98.20% 98.20%

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