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 1.06% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 424'284 CHF 142'928 CHF 98.88% 98.88%
19.11.2024 1.03% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 434'012 CHF 146'171 CHF 98.87% 98.87%
18.11.2024 0.97% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 462'344 CHF 155'615 CHF 96.63% 96.63%
15.11.2024 0.95% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 470'915 CHF 158'472 CHF 99.37% 99.37%
14.11.2024 0.92% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 487'193 CHF 163'898 CHF 99.37% 99.37%
13.11.2024 0.95% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 470'523 CHF 158'341 CHF 96.93% 96.93%
12.11.2024 0.96% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 468'287 CHF 157'596 CHF 96.89% 96.89%
11.11.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 442'712 CHF 149'071 CHF 96.90% 96.90%
08.11.2024 1.07% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 420'067 CHF 141'522 CHF 93.42% 93.42%
07.11.2024 1.05% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 426'921 CHF 143'807 CHF 97.90% 97.90%

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