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 1.10% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 226'993 CHF 91'797 CHF 99.17% 99.17%
19.11.2024 1.09% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 228'943 CHF 92'577 CHF 99.17% 99.17%
18.11.2024 1.14% 0.89 CHF 0.90 CHF 250'000 100'000 250'000 100'000 218'157 CHF 88'263 CHF 99.23% 99.23%
15.11.2024 1.19% 0.84 CHF 0.85 CHF 250'000 100'000 250'000 100'000 208'196 CHF 84'278 CHF 99.17% 99.17%
14.11.2024 1.14% 0.83 CHF 0.84 CHF 250'000 100'000 250'000 100'000 217'341 CHF 87'937 CHF 99.16% 99.16%
13.11.2024 1.12% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 222'065 CHF 89'826 CHF 99.17% 99.17%
12.11.2024 1.15% 0.89 CHF 0.90 CHF 250'000 100'000 250'000 100'000 216'427 CHF 87'571 CHF 99.17% 99.17%
11.11.2024 1.28% 0.81 CHF 0.82 CHF 250'000 100'000 250'000 100'000 194'371 CHF 78'748 CHF 99.17% 99.17%
08.11.2024 1.29% 0.80 CHF 0.81 CHF 250'000 100'000 250'000 100'000 192'919 CHF 78'167 CHF 99.17% 99.17%
07.11.2024 1.52% 0.68 CHF 0.69 CHF 250'000 100'000 250'000 100'000 162'963 CHF 66'185 CHF 98.06% 98.06%

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