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 1.07% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 278'121 CHF 93'707 CHF 99.38% 99.38%
19.11.2024 1.10% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 272'463 CHF 91'821 CHF 98.25% 98.25%
18.11.2024 1.09% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 274'427 CHF 92'476 CHF 97.57% 97.57%
15.11.2024 1.06% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 281'381 CHF 94'794 CHF 99.38% 99.38%
14.11.2024 0.90% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 333'416 CHF 112'139 CHF 99.37% 99.37%
13.11.2024 0.91% 1.17 CHF 1.18 CHF 300'000 100'000 300'000 100'000 328'295 CHF 110'432 CHF 96.85% 96.85%
12.11.2024 0.89% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 335'233 CHF 112'744 CHF 96.78% 96.78%
11.11.2024 0.85% 1.12 CHF 1.13 CHF 300'000 100'000 300'000 100'000 352'473 CHF 118'491 CHF 99.34% 99.34%
08.11.2024 1.02% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 293'602 CHF 98'867 CHF 96.75% 96.75%
07.11.2024 0.97% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 308'769 CHF 103'923 CHF 97.66% 97.66%

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