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 1.01% 0.96 CHF 0.97 CHF 600'000 200'000 600'000 200'000 590'491 CHF 198'830 CHF 99.38% 99.38%
19.11.2024 1.07% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 560'420 CHF 188'807 CHF 99.37% 99.37%
18.11.2024 1.07% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 560'043 CHF 188'681 CHF 99.26% 99.26%
15.11.2024 1.13% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 527'699 CHF 177'900 CHF 99.38% 99.38%
14.11.2024 1.20% 0.87 CHF 0.88 CHF 600'000 200'000 729'958 243'319 606'167 CHF 204'489 CHF 99.36% 99.36%
13.11.2024 1.20% 0.83 CHF 0.84 CHF 750'000 250'000 703'659 234'553 580'947 CHF 195'995 CHF 99.37% 99.37%
12.11.2024 1.15% 0.85 CHF 0.86 CHF 600'000 200'000 601'215 200'405 521'611 CHF 175'874 CHF 99.38% 99.38%
11.11.2024 1.08% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 550'884 CHF 185'628 CHF 99.37% 99.37%
08.11.2024 1.15% 0.88 CHF 0.89 CHF 600'000 200'000 618'678 206'226 534'141 CHF 180'109 CHF 99.37% 99.37%
07.11.2024 1.11% 0.88 CHF 0.89 CHF 600'000 200'000 600'000 200'000 537'634 CHF 181'211 CHF 98.36% 98.36%

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