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% 0.85 CHF 0.86 CHF 320'000 320'000 173'594 173'594 154'232 CHF 155'971 CHF 99.44% 99.44%
19.11.2024 1.20% 0.88 CHF 0.89 CHF 320'000 320'000 175'643 175'643 149'192 CHF 150'952 CHF 98.43% 98.43%
18.11.2024 1.22% 0.85 CHF 0.86 CHF 320'000 320'000 177'016 177'016 146'900 CHF 148'674 CHF 99.54% 99.54%
15.11.2024 1.19% 0.80 CHF 0.81 CHF 325'000 325'000 174'041 174'041 147'211 CHF 148'955 CHF 98.36% 98.36%
14.11.2024 1.14% 0.88 CHF 0.89 CHF 320'000 320'000 166'689 166'689 153'307 CHF 155'031 CHF 98.65% 98.65%
13.11.2024 1.06% 0.94 CHF 0.95 CHF 315'000 315'000 170'528 170'528 163'071 CHF 164'779 CHF 99.61% 99.61%
12.11.2024 1.07% 0.94 CHF 0.95 CHF 315'000 315'000 170'674 170'674 162'147 CHF 163'857 CHF 99.51% 99.51%
11.11.2024 1.10% 0.94 CHF 0.95 CHF 315'000 315'000 171'977 171'977 159'749 CHF 161'472 CHF 99.13% 99.13%
08.11.2024 1.09% 0.92 CHF 0.93 CHF 315'000 315'000 173'234 173'234 161'605 CHF 163'344 CHF 98.52% 98.52%
07.11.2024 1.12% 0.92 CHF 0.93 CHF 315'000 315'000 175'050 175'050 158'696 CHF 160'449 CHF 98.86% 98.86%

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