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 1.00% 1.03 CHF 1.04 CHF 310'000 310'000 137'343 137'343 140'321 CHF 141'697 CHF 99.89% 99.89%
19.11.2024 1.01% 1.01 CHF 1.02 CHF 305'000 305'000 132'789 132'789 133'440 CHF 134'770 CHF 100.00% 100.00%
18.11.2024 1.04% 1.01 CHF 1.02 CHF 305'000 305'000 133'009 133'009 131'227 CHF 132'560 CHF 99.89% 99.89%
15.11.2024 1.04% 0.97 CHF 0.98 CHF 295'000 295'000 116'867 116'867 113'725 CHF 114'896 CHF 99.45% 99.45%
14.11.2024 1.04% 0.97 CHF 0.98 CHF 295'000 295'000 131'680 131'680 128'120 CHF 129'439 CHF 100.00% 100.00%
13.11.2024 1.06% 0.97 CHF 0.98 CHF 295'000 295'000 131'710 131'710 126'756 CHF 128'076 CHF 100.00% 100.00%
12.11.2024 1.05% 0.97 CHF 0.98 CHF 295'000 295'000 131'910 131'910 127'415 CHF 128'736 CHF 99.85% 99.85%
11.11.2024 1.05% 0.96 CHF 0.97 CHF 295'000 295'000 132'670 132'670 127'940 CHF 129'269 CHF 99.59% 99.59%
08.11.2024 1.05% 0.96 CHF 0.97 CHF 300'000 300'000 135'365 135'365 130'980 CHF 132'336 CHF 99.23% 99.23%
07.11.2024 1.05% 0.96 CHF 0.97 CHF 300'000 300'000 130'874 130'874 126'347 CHF 127'658 CHF 99.90% 99.90%

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