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 1.02% 0.95 CHF 0.96 CHF 320'000 320'000 173'505 173'505 171'777 CHF 173'515 CHF 99.32% 99.32%
19.11.2024 1.07% 0.98 CHF 0.99 CHF 320'000 320'000 175'911 175'911 167'221 CHF 168'983 CHF 98.41% 98.41%
18.11.2024 1.09% 0.95 CHF 0.96 CHF 320'000 320'000 176'675 176'675 164'506 CHF 166'276 CHF 99.53% 99.53%
15.11.2024 1.06% 0.90 CHF 0.91 CHF 325'000 325'000 173'990 173'990 164'887 CHF 166'630 CHF 98.28% 98.28%
14.11.2024 1.03% 0.98 CHF 0.99 CHF 320'000 320'000 166'205 166'205 169'710 CHF 171'430 CHF 98.58% 98.58%
13.11.2024 0.96% 1.04 CHF 1.05 CHF 315'000 315'000 170'651 170'651 180'476 CHF 182'185 CHF 99.79% 99.79%
12.11.2024 0.97% 1.05 CHF 1.06 CHF 315'000 315'000 171'080 171'080 179'794 CHF 181'508 CHF 99.30% 99.30%
11.11.2024 0.99% 1.04 CHF 1.05 CHF 315'000 315'000 172'469 172'469 177'580 CHF 179'307 CHF 99.01% 99.01%
08.11.2024 0.99% 1.02 CHF 1.03 CHF 315'000 315'000 173'191 173'191 178'839 CHF 180'577 CHF 98.43% 98.43%
07.11.2024 1.01% 1.02 CHF 1.03 CHF 315'000 315'000 174'976 174'976 176'139 CHF 177'892 CHF 98.95% 98.95%

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