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 1.18% 0.83 CHF 0.84 CHF 450'000 150'000 427'707 142'569 359'744 CHF 121'340 CHF 99.35% 99.35%
19.11.2024 1.23% 0.79 CHF 0.80 CHF 450'000 150'000 441'921 147'307 355'895 CHF 120'105 CHF 96.68% 96.68%
18.11.2024 1.04% 0.78 CHF 0.79 CHF 450'000 150'000 327'107 109'036 312'199 CHF 105'157 CHF 97.61% 97.61%
15.11.2024 1.00% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 297'537 CHF 100'179 CHF 96.58% 96.58%
14.11.2024 1.03% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 288'930 CHF 97'310 CHF 99.36% 99.36%
13.11.2024 1.04% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 287'864 CHF 96'955 CHF 99.38% 99.38%
12.11.2024 1.02% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 291'657 CHF 98'219 CHF 99.35% 99.35%
11.11.2024 0.98% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 305'595 CHF 102'865 CHF 99.31% 99.31%
08.11.2024 0.93% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 321'447 CHF 108'149 CHF 99.32% 99.32%
07.11.2024 0.80% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 372'918 CHF 125'306 CHF 98.48% 98.48%

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