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 1.10% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 271'984 CHF 91'661 CHF 97.92% 97.92%
19.11.2024 1.11% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 267'916 CHF 90'305 CHF 87.56% 87.56%
18.11.2024 1.05% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 285'019 CHF 96'006 CHF 96.26% 96.26%
15.11.2024 1.04% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 287'008 CHF 96'669 CHF 96.51% 96.51%
14.11.2024 1.00% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 297'104 CHF 100'035 CHF 90.91% 90.91%
13.11.2024 1.02% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 292'979 CHF 98'660 CHF 83.99% 83.99%
12.11.2024 0.92% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 326'422 CHF 109'807 CHF 99.35% 99.35%
11.11.2024 0.90% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 333'438 CHF 112'146 CHF 96.66% 96.66%
08.11.2024 0.84% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 356'082 CHF 119'694 CHF 99.35% 99.35%
07.11.2024 0.73% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 410'641 CHF 137'880 CHF 69.12% 69.12%

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