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% 0.96 CHF 0.97 CHF 750'000 250'000 750'000 250'000 723'566 CHF 243'689 CHF 99.31% 99.31%
19.11.2024 1.01% 0.98 CHF 0.99 CHF 750'000 250'000 750'000 250'000 741'260 CHF 249'587 CHF 96.58% 96.58%
18.11.2024 0.99% 1.00 CHF 1.01 CHF 750'000 250'000 750'000 250'000 755'988 CHF 254'496 CHF 97.65% 97.65%
15.11.2024 1.00% 1.02 CHF 1.03 CHF 750'000 250'000 750'000 250'000 748'927 CHF 252'142 CHF 91.70% 91.70%
14.11.2024 0.97% 1.03 CHF 1.04 CHF 750'000 250'000 750'000 250'000 771'481 CHF 259'660 CHF 99.27% 99.27%
13.11.2024 1.01% 1.01 CHF 1.02 CHF 750'000 250'000 750'000 250'000 739'194 CHF 248'898 CHF 98.91% 98.91%
12.11.2024 1.02% 1.00 CHF 1.01 CHF 750'000 250'000 750'000 250'000 729'460 CHF 245'653 CHF 99.35% 99.35%
11.11.2024 1.11% 0.93 CHF 0.94 CHF 750'000 250'000 750'000 250'000 674'283 CHF 227'261 CHF 99.32% 99.32%
08.11.2024 1.16% 0.90 CHF 0.91 CHF 750'000 250'000 750'000 250'000 645'701 CHF 217'734 CHF 99.33% 99.33%
07.11.2024 1.21% 0.81 CHF 0.82 CHF 750'000 250'000 750'000 250'000 614'141 CHF 207'214 CHF 98.57% 98.57%

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