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 1.13% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 397'384 CHF 133'961 CHF 99.32% 99.32%
19.11.2024 1.08% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 413'128 CHF 139'209 CHF 96.93% 96.93%
18.11.2024 1.11% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 401'842 CHF 135'447 CHF 97.48% 97.48%
15.11.2024 1.23% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 363'778 CHF 122'759 CHF 95.94% 95.94%
14.11.2024 1.21% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 370'757 CHF 125'086 CHF 99.37% 99.37%
13.11.2024 1.26% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 355'022 CHF 119'841 CHF 98.95% 98.95%
12.11.2024 1.25% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 357'816 CHF 120'772 CHF 99.33% 99.33%
11.11.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 366'261 CHF 123'587 CHF 98.31% 98.31%
08.11.2024 1.28% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 349'479 CHF 117'993 CHF 98.16% 98.16%
07.11.2024 1.24% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 360'903 CHF 121'801 CHF 98.74% 98.74%

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