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 1.17% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 384'151 CHF 129'550 CHF 88.22% 88.22%
19.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 362'622 CHF 122'374 CHF 88.26% 88.26%
18.11.2024 1.20% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 374'137 CHF 126'212 CHF 89.49% 89.49%
15.11.2024 1.10% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 406'496 CHF 136'999 CHF 93.24% 93.24%
14.11.2024 1.09% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 409'570 CHF 138'023 CHF 90.16% 90.16%
13.11.2024 1.10% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 406'194 CHF 136'898 CHF 96.34% 96.34%
12.11.2024 1.06% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 421'960 CHF 142'153 CHF 94.50% 94.50%
11.11.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 465'402 CHF 156'634 CHF 92.97% 92.97%
08.11.2024 1.05% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 427'287 CHF 143'929 CHF 95.77% 95.77%
07.11.2024 1.02% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 441'464 CHF 148'655 CHF 95.15% 95.15%

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