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 1.15% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 388'959 CHF 131'153 CHF 99.38% 99.38%
19.11.2024 1.16% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 384'907 CHF 129'802 CHF 99.38% 99.38%
18.11.2024 1.09% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 409'708 CHF 138'069 CHF 99.37% 99.37%
15.11.2024 1.06% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 422'554 CHF 142'351 CHF 99.36% 99.36%
14.11.2024 1.05% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 424'412 CHF 142'971 CHF 99.37% 99.37%
13.11.2024 1.09% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 409'314 CHF 137'938 CHF 99.37% 99.37%
12.11.2024 1.01% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 444'498 CHF 149'666 CHF 99.14% 99.14%
11.11.2024 0.95% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 469'765 CHF 158'088 CHF 99.38% 99.38%
08.11.2024 1.01% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 442'811 CHF 149'104 CHF 99.38% 99.38%
07.11.2024 1.04% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 432'038 CHF 145'513 CHF 98.58% 98.58%

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