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 1.06% 0.93 CHF 0.94 CHF 170'000 170'000 168'169 168'169 161'607 CHF 163'290 CHF 99.01% 99.01%
19.11.2024 1.12% 0.92 CHF 0.93 CHF 170'000 170'000 168'053 168'053 152'788 CHF 154'471 CHF 98.81% 98.81%
18.11.2024 1.03% 0.99 CHF 1.00 CHF 170'000 170'000 168'250 168'250 165'345 CHF 167'030 CHF 99.88% 99.88%
15.11.2024 1.06% 0.96 CHF 0.97 CHF 170'000 170'000 168'194 168'194 161'788 CHF 163'472 CHF 99.72% 99.72%
14.11.2024 1.11% 0.95 CHF 0.96 CHF 170'000 170'000 172'860 172'860 158'662 CHF 160'393 CHF 98.47% 98.47%
13.11.2024 1.14% 0.84 CHF 0.85 CHF 170'000 170'000 168'763 168'763 150'714 CHF 152'404 CHF 99.49% 99.49%
12.11.2024 1.07% 0.90 CHF 0.91 CHF 170'000 170'000 168'241 168'241 160'211 CHF 161'895 CHF 99.87% 99.87%
11.11.2024 1.08% 1.00 CHF 1.01 CHF 170'000 170'000 169'300 169'300 159'728 CHF 161'423 CHF 100.00% 100.00%
08.11.2024 1.17% 0.85 CHF 0.86 CHF 180'000 180'000 176'794 176'794 154'126 CHF 155'896 CHF 98.44% 98.44%
07.11.2024 1.01% 0.98 CHF 0.99 CHF 170'000 170'000 168'024 168'024 169'848 CHF 171'530 CHF 99.85% 99.85%

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