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% 0.92 CHF 0.93 CHF 500'000 100'000 500'000 100'000 464'863 CHF 93'973 CHF 99.27% 99.27%
19.11.2024 1.12% 0.90 CHF 0.91 CHF 500'000 100'000 500'000 100'000 444'754 CHF 89'951 CHF 99.27% 99.27%
18.11.2024 1.10% 0.91 CHF 0.92 CHF 500'000 100'000 500'000 100'000 450'877 CHF 91'175 CHF 99.27% 99.27%
15.11.2024 1.08% 0.91 CHF 0.92 CHF 500'000 100'000 500'000 100'000 460'854 CHF 93'171 CHF 99.27% 99.27%
14.11.2024 1.09% 0.92 CHF 0.93 CHF 500'000 100'000 500'000 100'000 457'707 CHF 92'541 CHF 99.27% 99.27%
13.11.2024 1.10% 0.89 CHF 0.90 CHF 500'000 100'000 500'000 100'000 453'497 CHF 91'699 CHF 99.27% 99.27%
12.11.2024 1.08% 0.89 CHF 0.90 CHF 500'000 100'000 500'000 100'000 462'463 CHF 93'493 CHF 99.25% 99.25%
11.11.2024 1.03% 0.97 CHF 0.98 CHF 500'000 100'000 500'000 100'000 481'129 CHF 97'226 CHF 99.27% 99.27%
08.11.2024 1.04% 0.97 CHF 0.98 CHF 500'000 100'000 500'000 100'000 478'266 CHF 96'653 CHF 99.25% 99.25%
07.11.2024 1.06% 0.94 CHF 0.95 CHF 500'000 100'000 500'000 100'000 470'000 CHF 95'000 CHF 1.12% 1.12%

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