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 1.07% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 279'350 CHF 94'117 CHF 99.37% 99.37%
19.11.2024 1.10% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 270'757 CHF 91'252 CHF 99.37% 99.37%
18.11.2024 1.21% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 247'006 CHF 83'336 CHF 97.42% 97.42%
15.11.2024 1.24% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 240'713 CHF 81'238 CHF 99.38% 99.38%
14.11.2024 1.32% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 226'547 CHF 76'516 CHF 99.37% 99.37%
13.11.2024 1.19% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 250'847 CHF 84'616 CHF 96.85% 96.85%
12.11.2024 1.20% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 249'358 CHF 84'119 CHF 96.88% 96.88%
11.11.2024 1.02% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 293'302 CHF 98'768 CHF 99.34% 99.34%
08.11.2024 0.97% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 306'952 CHF 103'317 CHF 99.27% 99.27%
07.11.2024 0.96% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 312'671 CHF 105'224 CHF 98.70% 98.70%

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