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 1.10% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 405'453 CHF 136'651 CHF 98.91% 98.91%
19.11.2024 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 400'503 CHF 135'001 CHF 95.77% 95.77%
18.11.2024 0.93% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 482'031 CHF 162'177 CHF 96.95% 96.95%
15.11.2024 0.88% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 509'252 CHF 171'251 CHF 94.67% 94.67%
14.11.2024 0.83% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 543'207 CHF 182'569 CHF 98.74% 98.74%
13.11.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 415'311 CHF 139'937 CHF 98.27% 98.27%
12.11.2024 0.99% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 452'500 CHF 152'333 CHF 98.33% 98.33%
11.11.2024 0.90% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 500'467 CHF 168'322 CHF 98.73% 98.73%
08.11.2024 0.93% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 480'262 CHF 161'587 CHF 97.69% 97.69%
07.11.2024 0.90% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 499'348 CHF 167'949 CHF 98.16% 98.16%

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