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
22.11.2024 1.13% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 395'158 CHF 133'219 CHF 99.29% 99.29%
20.11.2024 1.04% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 429'122 CHF 144'541 CHF 99.38% 99.38%
19.11.2024 1.05% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 425'832 CHF 143'444 CHF 99.38% 99.38%
18.11.2024 0.99% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 452'012 CHF 152'171 CHF 99.38% 99.38%
15.11.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 465'504 CHF 156'668 CHF 99.36% 99.36%
14.11.2024 0.96% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 466'468 CHF 156'989 CHF 99.38% 99.38%
13.11.2024 0.99% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 451'183 CHF 151'894 CHF 99.37% 99.37%
12.11.2024 0.92% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 487'761 CHF 164'087 CHF 99.14% 99.14%
11.11.2024 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 513'164 CHF 172'555 CHF 99.37% 99.37%
08.11.2024 0.92% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 485'543 CHF 163'348 CHF 99.38% 99.38%

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