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 1.03% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 289'181 CHF 97'394 CHF 99.37% 99.37%
19.11.2024 1.05% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 285'379 CHF 96'126 CHF 99.37% 99.37%
18.11.2024 1.09% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 272'978 CHF 91'993 CHF 99.38% 99.38%
15.11.2024 1.14% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 262'066 CHF 88'355 CHF 99.36% 99.36%
14.11.2024 0.96% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 309'559 CHF 104'186 CHF 99.37% 99.37%
13.11.2024 0.99% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 302'509 CHF 101'836 CHF 99.38% 99.38%
12.11.2024 0.98% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 304'195 CHF 102'398 CHF 99.15% 99.15%
11.11.2024 0.95% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 314'010 CHF 105'670 CHF 99.38% 99.38%
08.11.2024 0.96% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 310'023 CHF 104'341 CHF 99.37% 99.37%
07.11.2024 1.01% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 295'953 CHF 99'651 CHF 98.58% 98.58%

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