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 0.93% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 482'042 CHF 162'181 CHF 99.15% 99.15%
19.11.2024 0.90% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 496'492 CHF 166'997 CHF 96.72% 96.72%
18.11.2024 0.92% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 485'850 CHF 163'450 CHF 97.60% 97.60%
15.11.2024 1.00% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 448'216 CHF 150'905 CHF 96.19% 96.19%
14.11.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 455'301 CHF 153'267 CHF 98.88% 98.88%
13.11.2024 1.02% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 439'625 CHF 148'042 CHF 98.75% 98.75%
12.11.2024 1.01% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 441'988 CHF 148'829 CHF 99.32% 99.32%
11.11.2024 0.99% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 450'083 CHF 151'528 CHF 98.31% 98.31%
08.11.2024 1.04% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 432'525 CHF 145'675 CHF 98.16% 98.16%
07.11.2024 1.01% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 442'975 CHF 149'158 CHF 98.74% 98.74%

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