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 1.33% 0.72 CHF 0.73 CHF 305'000 305'000 299'943 299'943 224'406 CHF 227'405 CHF 99.87% 99.87%
19.11.2024 1.34% 0.74 CHF 0.75 CHF 300'000 300'000 300'089 300'089 222'048 CHF 225'049 CHF 98.32% 98.32%
18.11.2024 1.12% 0.86 CHF 0.87 CHF 290'000 290'000 288'158 288'158 255'398 CHF 258'279 CHF 99.86% 99.86%
15.11.2024 1.06% 0.93 CHF 0.94 CHF 285'000 285'000 283'476 283'476 265'443 CHF 268'278 CHF 99.59% 99.59%
14.11.2024 1.00% 0.95 CHF 0.96 CHF 285'000 285'000 278'040 278'040 276'790 CHF 279'570 CHF 97.86% 97.86%
13.11.2024 1.30% 0.77 CHF 0.78 CHF 300'000 300'000 297'583 297'583 227'356 CHF 230'332 CHF 100.00% 100.00%
12.11.2024 1.20% 0.75 CHF 0.76 CHF 300'000 300'000 291'927 291'927 242'604 CHF 245'523 CHF 99.29% 99.29%
11.11.2024 1.08% 0.91 CHF 0.92 CHF 285'000 285'000 283'825 283'825 260'205 CHF 263'043 CHF 99.99% 99.99%
08.11.2024 1.13% 0.85 CHF 0.86 CHF 290'000 290'000 287'692 287'692 253'638 CHF 256'515 CHF 98.94% 98.94%
07.11.2024 1.09% 0.96 CHF 0.97 CHF 280'000 280'000 283'385 283'385 259'586 CHF 262'420 CHF 99.78% 99.78%

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