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 1.01% 1.00 CHF 1.01 CHF 140'000 140'000 136'194 136'194 133'591 CHF 134'953 CHF 100.00% 100.00%
19.11.2024 0.99% 0.98 CHF 0.99 CHF 136'000 136'000 138'684 138'684 139'235 CHF 140'622 CHF 100.00% 100.00%
18.11.2024 1.03% 0.97 CHF 0.98 CHF 136'000 136'000 134'995 134'995 130'132 CHF 131'482 CHF 100.00% 100.00%
15.11.2024 1.04% 0.95 CHF 0.96 CHF 132'000 132'000 132'280 132'280 126'403 CHF 127'726 CHF 100.00% 100.00%
14.11.2024 1.00% 0.99 CHF 1.00 CHF 136'000 136'000 137'326 137'326 137'309 CHF 138'683 CHF 100.00% 100.00%
13.11.2024 1.00% 1.01 CHF 1.02 CHF 140'000 140'000 136'398 136'398 135'536 CHF 136'900 CHF 100.00% 100.00%
12.11.2024 1.02% 0.98 CHF 0.99 CHF 136'000 136'000 135'438 135'438 131'632 CHF 132'986 CHF 99.85% 99.85%
11.11.2024 1.03% 0.96 CHF 0.97 CHF 132'000 132'000 135'307 135'307 131'285 CHF 132'638 CHF 99.65% 99.65%
08.11.2024 1.02% 0.98 CHF 0.99 CHF 136'000 136'000 134'833 134'833 131'247 CHF 132'596 CHF 99.46% 99.46%
07.11.2024 1.00% 0.98 CHF 0.99 CHF 136'000 136'000 135'439 135'439 134'116 CHF 135'470 CHF 100.00% 100.00%

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