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 1.07% 0.91 CHF 0.92 CHF 750'000 250'000 750'000 250'000 696'029 CHF 234'510 CHF 99.37% 99.37%
19.11.2024 1.10% 0.89 CHF 0.90 CHF 750'000 250'000 750'000 250'000 676'382 CHF 227'961 CHF 99.37% 99.37%
18.11.2024 1.11% 0.91 CHF 0.92 CHF 750'000 250'000 750'000 250'000 671'948 CHF 226'483 CHF 99.25% 99.25%
15.11.2024 1.17% 0.86 CHF 0.87 CHF 750'000 250'000 750'000 250'000 638'657 CHF 215'386 CHF 99.38% 99.38%
14.11.2024 1.23% 0.84 CHF 0.85 CHF 750'000 250'000 750'000 250'000 608'364 CHF 205'288 CHF 99.37% 99.37%
13.11.2024 1.23% 0.81 CHF 0.82 CHF 750'000 250'000 750'000 250'000 606'044 CHF 204'515 CHF 99.37% 99.37%
12.11.2024 1.19% 0.82 CHF 0.83 CHF 750'000 250'000 750'000 250'000 628'682 CHF 212'061 CHF 99.37% 99.37%
11.11.2024 1.13% 0.88 CHF 0.89 CHF 750'000 250'000 750'000 250'000 658'285 CHF 221'928 CHF 99.37% 99.37%
08.11.2024 1.19% 0.85 CHF 0.86 CHF 750'000 250'000 750'000 250'000 626'497 CHF 211'332 CHF 99.37% 99.37%
07.11.2024 1.15% 0.85 CHF 0.86 CHF 750'000 250'000 750'000 250'000 647'581 CHF 218'360 CHF 98.37% 98.37%

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