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 1.02% 0.96 CHF 0.97 CHF 500'000 150'000 500'000 150'000 487'725 CHF 147'817 CHF 99.37% 99.37%
19.11.2024 1.06% 0.93 CHF 0.94 CHF 500'000 150'000 500'000 150'000 467'934 CHF 141'880 CHF 99.38% 99.38%
18.11.2024 1.05% 0.95 CHF 0.96 CHF 500'000 150'000 500'000 150'000 472'756 CHF 143'327 CHF 99.25% 99.25%
15.11.2024 1.11% 0.92 CHF 0.93 CHF 500'000 150'000 500'000 150'000 448'922 CHF 136'177 CHF 99.37% 99.37%
14.11.2024 1.10% 0.95 CHF 0.96 CHF 500'000 150'000 500'000 150'000 450'408 CHF 136'622 CHF 99.36% 99.36%
13.11.2024 1.05% 0.95 CHF 0.96 CHF 500'000 150'000 500'000 150'000 475'537 CHF 144'161 CHF 99.37% 99.37%
12.11.2024 1.07% 0.90 CHF 0.91 CHF 500'000 150'000 500'000 150'000 464'696 CHF 140'909 CHF 99.38% 99.38%
11.11.2024 1.01% 0.98 CHF 0.99 CHF 500'000 150'000 500'000 150'000 491'868 CHF 149'060 CHF 99.38% 99.38%
08.11.2024 1.02% 0.97 CHF 0.98 CHF 500'000 150'000 500'000 150'000 485'652 CHF 147'196 CHF 99.38% 99.38%
07.11.2024 0.99% 0.99 CHF 1.00 CHF 500'000 150'000 500'000 150'000 502'872 CHF 152'362 CHF 98.38% 98.38%

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