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
22.11.2024 1.06% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 421'528 CHF 142'009 CHF 99.36% 99.36%
20.11.2024 1.03% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 434'882 CHF 146'461 CHF 99.33% 99.33%
19.11.2024 0.99% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 453'445 CHF 152'648 CHF 98.00% 98.00%
18.11.2024 0.92% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 485'659 CHF 163'386 CHF 97.49% 97.49%
15.11.2024 0.93% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 480'232 CHF 161'577 CHF 96.95% 96.95%
14.11.2024 1.16% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 385'131 CHF 129'877 CHF 99.35% 99.35%
13.11.2024 1.05% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 425'668 CHF 143'389 CHF 94.59% 94.59%
12.11.2024 1.07% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 418'495 CHF 140'998 CHF 96.82% 96.82%
11.11.2024 1.12% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 399'201 CHF 134'567 CHF 99.36% 99.36%
08.11.2024 1.16% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 386'520 CHF 130'340 CHF 91.00% 91.00%

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