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 1.03% 0.93 CHF 0.94 CHF 340'000 340'000 153'457 153'457 148'909 CHF 150'449 CHF 98.31% 98.31%
19.11.2024 1.08% 0.98 CHF 0.99 CHF 350'000 350'000 156'195 156'195 146'311 CHF 147'876 CHF 97.63% 97.63%
18.11.2024 1.02% 0.98 CHF 0.99 CHF 340'000 340'000 152'187 152'187 151'220 CHF 152'745 CHF 97.52% 97.52%
15.11.2024 0.93% 1.01 CHF 1.02 CHF 340'000 340'000 144'923 144'923 157'531 CHF 158'992 CHF 96.03% 96.03%
14.11.2024 0.83% 1.18 CHF 1.19 CHF 330'000 330'000 136'635 136'635 167'245 CHF 168'618 CHF 96.59% 96.59%
13.11.2024 0.92% 1.18 CHF 1.19 CHF 330'000 330'000 148'422 148'422 167'332 CHF 168'823 CHF 98.25% 98.25%
12.11.2024 0.96% 1.05 CHF 1.06 CHF 340'000 340'000 153'646 153'646 162'947 CHF 164'488 CHF 98.42% 98.42%
11.11.2024 0.94% 1.06 CHF 1.07 CHF 340'000 340'000 150'236 150'236 163'356 CHF 164'866 CHF 98.42% 98.42%
08.11.2024 0.93% 1.09 CHF 1.10 CHF 340'000 340'000 151'541 151'541 166'990 CHF 168'512 CHF 98.28% 98.28%
07.11.2024 0.96% 1.13 CHF 1.14 CHF 340'000 340'000 149'906 149'906 163'377 CHF 164'883 CHF 97.71% 97.71%

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