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 1.03% 0.98 CHF 0.99 CHF 410'000 410'000 185'367 185'367 182'318 CHF 184'175 CHF 99.90% 99.90%
19.11.2024 1.36% 0.96 CHF 0.97 CHF 410'000 410'000 167'595 167'595 158'798 CHF 160'771 CHF 100.00% 100.00%
18.11.2024 1.06% 0.98 CHF 0.99 CHF 410'000 410'000 186'289 186'289 178'633 CHF 180'500 CHF 99.90% 99.90%
15.11.2024 0.99% 1.00 CHF 1.01 CHF 410'000 410'000 177'172 177'172 181'586 CHF 183'364 CHF 98.18% 98.18%
14.11.2024 1.55% 1.07 CHF 1.10 CHF 195'000 195'000 126'675 126'675 135'923 CHF 138'261 CHF 98.18% 98.18%
13.11.2024 0.95% 1.07 CHF 1.08 CHF 400'000 400'000 176'224 176'224 189'670 CHF 191'441 CHF 100.00% 100.00%
12.11.2024 0.94% 1.09 CHF 1.10 CHF 390'000 390'000 174'405 174'405 190'781 CHF 192'532 CHF 97.99% 97.99%
11.11.2024 0.93% 1.07 CHF 1.08 CHF 400'000 400'000 176'976 176'976 192'021 CHF 193'798 CHF 99.50% 99.50%
08.11.2024 0.94% 1.09 CHF 1.10 CHF 400'000 400'000 173'679 173'679 190'568 CHF 192'316 CHF 97.65% 97.65%
07.11.2024 0.99% 1.10 CHF 1.11 CHF 390'000 390'000 179'523 179'523 189'230 CHF 191'034 CHF 98.06% 98.06%

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