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% 1.02 CHF 1.03 CHF 150'000 50'000 150'000 50'000 149'822 CHF 50'441 CHF 99.38% 99.38%
19.11.2024 0.99% 0.98 CHF 0.99 CHF 150'000 50'000 150'000 50'000 151'168 CHF 50'890 CHF 99.38% 99.38%
18.11.2024 0.94% 1.04 CHF 1.05 CHF 150'000 50'000 150'000 50'000 159'490 CHF 53'663 CHF 97.52% 97.52%
15.11.2024 1.08% 1.03 CHF 1.04 CHF 150'000 50'000 150'000 50'000 138'696 CHF 46'732 CHF 99.37% 99.37%
14.11.2024 1.15% 0.96 CHF 0.97 CHF 150'000 50'000 150'000 50'000 132'510 CHF 44'670 CHF 93.44% 93.44%
13.11.2024 1.48% 0.68 CHF 0.69 CHF 150'000 50'000 150'000 50'000 100'719 CHF 34'073 CHF 96.85% 96.85%
12.11.2024 1.52% 0.64 CHF 0.65 CHF 150'000 50'000 150'000 50'000 97'826 CHF 33'109 CHF 96.90% 96.90%
11.11.2024 1.59% 0.64 CHF 0.65 CHF 150'000 50'000 150'000 50'000 93'759 CHF 31'753 CHF 99.14% 99.14%
08.11.2024 1.65% 0.60 CHF 0.61 CHF 150'000 50'000 150'000 50'000 90'246 CHF 30'582 CHF 90.42% 90.42%
07.11.2024 1.63% 0.61 CHF 0.62 CHF 150'000 50'000 150'000 50'000 91'545 CHF 31'015 CHF 97.30% 97.30%

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