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 1.04% 0.93 CHF 0.94 CHF 270'000 270'000 134'359 134'359 129'436 CHF 130'782 CHF 98.66% 98.66%
19.11.2024 1.06% 0.94 CHF 0.95 CHF 270'000 270'000 134'218 134'218 127'750 CHF 129'094 CHF 97.30% 97.30%
18.11.2024 1.09% 0.99 CHF 1.00 CHF 270'000 270'000 131'136 131'136 123'952 CHF 125'265 CHF 98.34% 98.34%
15.11.2024 1.09% 0.90 CHF 0.91 CHF 270'000 270'000 133'901 133'901 124'298 CHF 125'639 CHF 98.65% 98.65%
14.11.2024 1.02% 0.98 CHF 0.99 CHF 270'000 270'000 129'409 129'409 129'993 CHF 131'291 CHF 98.29% 98.29%
13.11.2024 1.14% 1.03 CHF 1.04 CHF 260'000 260'000 112'479 112'479 118'841 CHF 120'198 CHF 98.32% 98.32%
12.11.2024 0.91% 1.08 CHF 1.09 CHF 260'000 260'000 120'450 120'450 134'219 CHF 135'426 CHF 97.09% 97.09%
11.11.2024 0.89% 1.14 CHF 1.15 CHF 250'000 250'000 119'344 119'344 136'736 CHF 137'934 CHF 97.22% 97.22%
08.11.2024 0.86% 1.19 CHF 1.20 CHF 250'000 250'000 118'395 118'395 140'633 CHF 141'820 CHF 97.83% 97.83%
07.11.2024 0.91% 1.16 CHF 1.17 CHF 250'000 250'000 120'671 120'671 137'192 CHF 138'407 CHF 98.21% 98.21%

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