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 1.11% 0.91 CHF 0.92 CHF 750'000 100'000 750'000 100'000 670'448 CHF 90'393 CHF 96.58% 96.58%
19.11.2024 1.13% 0.88 CHF 0.89 CHF 750'000 100'000 750'000 100'000 659'388 CHF 88'918 CHF 97.44% 97.44%
18.11.2024 1.15% 0.87 CHF 0.88 CHF 750'000 100'000 750'000 100'000 648'984 CHF 87'531 CHF 92.51% 92.51%
15.11.2024 1.17% 0.87 CHF 0.88 CHF 750'000 100'000 750'000 100'000 638'495 CHF 86'133 CHF 97.24% 97.24%
14.11.2024 1.16% 0.85 CHF 0.86 CHF 750'000 100'000 750'000 100'000 645'514 CHF 87'069 CHF 98.36% 98.36%
13.11.2024 1.10% 0.90 CHF 0.91 CHF 750'000 100'000 750'000 100'000 675'148 CHF 91'020 CHF 93.06% 93.06%
12.11.2024 1.14% 0.90 CHF 0.91 CHF 750'000 100'000 750'000 100'000 655'641 CHF 88'419 CHF 96.28% 96.28%
11.11.2024 1.17% 0.86 CHF 0.87 CHF 750'000 100'000 750'000 100'000 638'141 CHF 86'086 CHF 91.02% 91.02%
08.11.2024 1.15% 0.86 CHF 0.87 CHF 750'000 100'000 750'000 100'000 646'120 CHF 87'149 CHF 92.19% 92.19%
07.11.2024 1.16% 0.86 CHF 0.87 CHF 750'000 100'000 750'000 100'000 644'576 CHF 86'944 CHF 98.68% 98.68%

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