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% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 581'269 CHF 195'756 CHF 89.44% 89.44%
19.11.2024 1.08% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 551'863 CHF 185'954 CHF 90.49% 90.49%
18.11.2024 1.05% 0.97 CHF 0.98 CHF 600'000 200'000 600'000 200'000 568'347 CHF 191'449 CHF 88.90% 88.90%
15.11.2024 0.98% 0.98 CHF 0.99 CHF 600'000 200'000 600'000 200'000 612'125 CHF 206'042 CHF 86.19% 86.19%
14.11.2024 0.97% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 616'277 CHF 207'426 CHF 89.16% 89.16%
13.11.2024 0.98% 1.01 CHF 1.02 CHF 600'000 200'000 600'000 200'000 612'295 CHF 206'098 CHF 83.39% 83.39%
12.11.2024 0.94% 1.01 CHF 1.02 CHF 600'000 200'000 600'000 200'000 632'098 CHF 212'699 CHF 91.62% 91.62%
11.11.2024 0.87% 1.15 CHF 1.16 CHF 600'000 200'000 600'000 200'000 690'267 CHF 232'089 CHF 92.97% 92.97%
08.11.2024 0.93% 1.03 CHF 1.04 CHF 600'000 200'000 600'000 200'000 640'981 CHF 215'660 CHF 88.03% 88.03%
07.11.2024 0.91% 1.13 CHF 1.14 CHF 600'000 200'000 600'000 200'000 659'457 CHF 221'819 CHF 95.29% 95.29%

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