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 0.98% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 607'676 CHF 204'559 CHF 98.89% 98.89%
19.11.2024 1.03% 0.99 CHF 1.00 CHF 600'000 200'000 600'000 200'000 580'662 CHF 195'554 CHF 98.57% 98.57%
18.11.2024 1.06% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 563'111 CHF 189'704 CHF 96.92% 96.92%
15.11.2024 1.06% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 562'118 CHF 189'373 CHF 97.90% 97.90%
14.11.2024 1.05% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 567'028 CHF 191'009 CHF 97.39% 97.39%
13.11.2024 1.10% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 543'533 CHF 183'178 CHF 98.91% 98.91%
12.11.2024 0.92% 1.11 CHF 1.12 CHF 600'000 200'000 600'000 200'000 646'860 CHF 217'620 CHF 97.64% 97.64%
11.11.2024 0.95% 1.06 CHF 1.07 CHF 600'000 200'000 600'000 200'000 630'998 CHF 212'333 CHF 98.82% 98.82%
08.11.2024 0.90% 1.11 CHF 1.12 CHF 600'000 200'000 600'000 200'000 663'221 CHF 223'074 CHF 97.75% 97.75%
07.11.2024 0.89% 1.11 CHF 1.12 CHF 600'000 200'000 600'000 200'000 668'703 CHF 224'901 CHF 97.61% 97.61%

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