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% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 429'753 CHF 144'751 CHF 99.27% 99.27%
19.11.2024 1.01% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 442'632 CHF 149'044 CHF 99.24% 99.24%
18.11.2024 0.94% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 478'791 CHF 161'097 CHF 98.67% 98.67%
15.11.2024 0.91% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 490'224 CHF 164'908 CHF 99.39% 99.39%
14.11.2024 0.88% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 509'838 CHF 171'446 CHF 98.43% 98.43%
13.11.2024 0.91% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 490'224 CHF 164'908 CHF 99.34% 99.34%
12.11.2024 0.92% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 487'341 CHF 163'947 CHF 93.13% 93.13%
11.11.2024 0.99% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 453'082 CHF 152'527 CHF 98.68% 98.68%
08.11.2024 1.05% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 425'233 CHF 143'244 CHF 93.12% 93.12%
07.11.2024 1.03% 0.98 CHF 0.99 CHF 600'000 200'000 600'000 200'000 580'136 CHF 195'379 CHF 97.80% 97.80%

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