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 0.99% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 452'174 CHF 152'225 CHF 98.88% 98.88%
19.11.2024 1.04% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 431'131 CHF 145'210 CHF 95.76% 95.76%
18.11.2024 0.97% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 461'881 CHF 155'460 CHF 96.98% 96.98%
15.11.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 454'735 CHF 153'078 CHF 94.89% 94.89%
14.11.2024 1.03% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 435'429 CHF 146'643 CHF 98.78% 98.78%
13.11.2024 1.05% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 425'607 CHF 143'369 CHF 98.25% 98.25%
12.11.2024 1.00% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 450'033 CHF 151'511 CHF 98.95% 98.95%
11.11.2024 1.01% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 445'568 CHF 150'023 CHF 98.91% 98.91%
08.11.2024 1.07% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 417'080 CHF 140'527 CHF 97.32% 97.32%
07.11.2024 0.94% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 476'522 CHF 160'341 CHF 98.19% 98.19%

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