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 1.05% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 569'862 CHF 191'954 CHF 98.88% 98.88%
19.11.2024 1.10% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 544'932 CHF 183'644 CHF 95.76% 95.76%
18.11.2024 1.03% 0.97 CHF 0.98 CHF 600'000 200'000 600'000 200'000 580'541 CHF 195'514 CHF 96.99% 96.99%
15.11.2024 1.05% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 570'787 CHF 192'262 CHF 94.94% 94.94%
14.11.2024 1.09% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 549'640 CHF 185'213 CHF 98.61% 98.61%
13.11.2024 1.11% 0.85 CHF 0.86 CHF 600'000 200'000 600'000 200'000 537'641 CHF 181'214 CHF 98.27% 98.27%
12.11.2024 1.06% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 565'395 CHF 190'465 CHF 98.95% 98.95%
11.11.2024 1.06% 0.98 CHF 0.99 CHF 600'000 200'000 600'000 200'000 561'048 CHF 189'016 CHF 98.93% 98.93%
08.11.2024 1.13% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 527'424 CHF 177'808 CHF 97.32% 97.32%
07.11.2024 1.01% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 593'664 CHF 199'888 CHF 98.18% 98.18%

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