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 1.08% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 230'355 CHF 93'142 CHF 99.17% 99.17%
19.11.2024 1.08% 0.92 CHF 0.93 CHF 250'000 100'000 250'000 100'000 230'786 CHF 93'315 CHF 99.17% 99.17%
18.11.2024 1.11% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 224'797 CHF 90'919 CHF 99.21% 99.21%
15.11.2024 1.11% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 223'256 CHF 90'303 CHF 99.16% 99.16%
14.11.2024 1.09% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 228'308 CHF 92'323 CHF 99.15% 99.15%
13.11.2024 1.09% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 227'112 CHF 91'845 CHF 99.16% 99.16%
12.11.2024 1.11% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 223'182 CHF 90'273 CHF 99.16% 99.16%
11.11.2024 1.18% 0.84 CHF 0.85 CHF 250'000 100'000 250'000 100'000 210'149 CHF 85'060 CHF 99.16% 99.16%
08.11.2024 1.18% 0.86 CHF 0.87 CHF 250'000 100'000 250'000 100'000 211'522 CHF 85'609 CHF 99.16% 99.16%
07.11.2024 1.22% 0.82 CHF 0.83 CHF 250'000 100'000 250'000 100'000 203'078 CHF 82'231 CHF 97.97% 97.97%

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