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 0.94% 0.99 CHF 1.00 CHF 150'000 50'000 150'000 50'000 159'714 CHF 53'738 CHF 99.38% 99.38%
19.11.2024 1.06% 0.99 CHF 1.00 CHF 150'000 50'000 150'000 50'000 141'458 CHF 47'653 CHF 99.38% 99.38%
18.11.2024 1.00% 0.97 CHF 0.98 CHF 150'000 50'000 150'000 50'000 149'828 CHF 50'443 CHF 99.38% 99.38%
15.11.2024 0.94% 1.03 CHF 1.04 CHF 150'000 50'000 150'000 50'000 158'495 CHF 53'332 CHF 99.34% 99.34%
14.11.2024 0.98% 1.00 CHF 1.01 CHF 150'000 50'000 150'000 50'000 152'435 CHF 51'312 CHF 99.38% 99.38%
13.11.2024 0.99% 1.09 CHF 1.10 CHF 150'000 50'000 150'000 50'000 151'243 CHF 50'914 CHF 99.37% 99.37%
12.11.2024 0.94% 1.02 CHF 1.03 CHF 150'000 50'000 150'000 50'000 158'937 CHF 53'479 CHF 99.14% 99.14%
11.11.2024 0.84% 1.15 CHF 1.16 CHF 150'000 50'000 150'000 50'000 178'145 CHF 59'882 CHF 99.13% 99.13%
08.11.2024 0.91% 1.09 CHF 1.10 CHF 150'000 50'000 150'000 50'000 165'012 CHF 55'504 CHF 99.38% 99.38%
07.11.2024 0.94% 1.02 CHF 1.03 CHF 150'000 50'000 150'000 50'000 159'352 CHF 53'617 CHF 98.56% 98.56%

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