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 1.13% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 395'929 CHF 133'476 CHF 99.37% 99.37%
19.11.2024 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 399'242 CHF 134'581 CHF 99.38% 99.38%
18.11.2024 1.16% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 384'231 CHF 129'577 CHF 99.25% 99.25%
15.11.2024 1.23% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 362'538 CHF 122'346 CHF 99.38% 99.38%
14.11.2024 1.21% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 370'087 CHF 124'862 CHF 99.38% 99.38%
13.11.2024 1.23% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 364'004 CHF 122'835 CHF 99.37% 99.37%
12.11.2024 1.09% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 408'947 CHF 137'816 CHF 99.37% 99.37%
11.11.2024 0.99% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 453'672 CHF 152'724 CHF 99.38% 99.38%
08.11.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 456'974 CHF 153'825 CHF 99.37% 99.37%
07.11.2024 0.95% 1.02 CHF 1.03 CHF 450'000 150'000 449'997 150'000 472'149 CHF 158'884 CHF 98.37% 98.37%

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