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 1.26% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 356'208 CHF 120'236 CHF 99.38% 99.38%
19.11.2024 1.22% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 367'852 CHF 124'117 CHF 99.38% 99.38%
18.11.2024 1.26% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 355'788 CHF 120'096 CHF 99.38% 99.38%
15.11.2024 1.26% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 354'088 CHF 119'529 CHF 99.34% 99.34%
14.11.2024 1.22% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 366'706 CHF 123'735 CHF 99.38% 99.38%
13.11.2024 1.30% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 346'503 CHF 117'001 CHF 99.38% 99.38%
12.11.2024 0.97% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 464'295 CHF 156'265 CHF 99.16% 99.16%
11.11.2024 0.90% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 497'230 CHF 167'243 CHF 99.13% 99.13%
08.11.2024 0.95% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 470'902 CHF 158'468 CHF 99.37% 99.37%
07.11.2024 0.94% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 478'726 CHF 161'075 CHF 98.56% 98.56%

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