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 1.12% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 400'702 CHF 135'067 CHF 98.84% 98.84%
19.11.2024 1.06% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 421'478 CHF 141'993 CHF 90.61% 90.61%
18.11.2024 1.03% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 436'657 CHF 147'052 CHF 94.97% 94.97%
15.11.2024 1.02% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 439'589 CHF 148'030 CHF 97.78% 97.78%
14.11.2024 1.03% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 435'176 CHF 146'559 CHF 98.73% 98.73%
13.11.2024 0.99% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 453'054 CHF 152'518 CHF 96.64% 96.64%
12.11.2024 1.19% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 375'095 CHF 126'532 CHF 95.53% 95.53%
11.11.2024 1.15% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 388'241 CHF 130'914 CHF 98.34% 98.34%
08.11.2024 1.22% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 366'575 CHF 123'692 CHF 93.01% 93.01%
07.11.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 365'596 CHF 123'365 CHF 97.75% 97.75%

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