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 1.08% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 416'187 CHF 140'229 CHF 99.38% 99.38%
19.11.2024 1.08% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 412'789 CHF 139'096 CHF 99.37% 99.37%
18.11.2024 1.02% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 439'665 CHF 148'055 CHF 99.38% 99.38%
15.11.2024 0.99% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 454'149 CHF 152'883 CHF 99.36% 99.36%
14.11.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 455'547 CHF 153'349 CHF 99.38% 99.38%
13.11.2024 1.02% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 440'553 CHF 148'351 CHF 99.37% 99.37%
12.11.2024 0.94% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 478'569 CHF 161'023 CHF 99.14% 99.14%
11.11.2024 0.89% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 504'717 CHF 169'739 CHF 99.37% 99.37%
08.11.2024 0.94% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 475'397 CHF 159'966 CHF 99.38% 99.38%
07.11.2024 0.97% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 463'897 CHF 156'132 CHF 98.58% 98.58%

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