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 1.08% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 414'071 CHF 139'524 CHF 98.85% 98.85%
19.11.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 413'359 CHF 139'286 CHF 98.32% 98.32%
18.11.2024 1.11% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 403'023 CHF 135'841 CHF 96.70% 96.70%
15.11.2024 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 400'874 CHF 135'125 CHF 98.29% 98.29%
14.11.2024 1.09% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 412'532 CHF 139'011 CHF 98.90% 98.90%
13.11.2024 1.08% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 414'650 CHF 139'717 CHF 86.89% 86.89%
12.11.2024 1.12% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 398'743 CHF 134'414 CHF 96.40% 96.40%
11.11.2024 1.12% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 398'756 CHF 134'419 CHF 98.88% 98.88%
08.11.2024 1.11% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 401'786 CHF 135'428 CHF 89.99% 89.99%
07.11.2024 1.17% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 381'452 CHF 128'651 CHF 98.25% 98.25%

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