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 1.08% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 276'233 CHF 93'078 CHF 99.38% 99.38%
19.11.2024 1.10% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 270'937 CHF 91'312 CHF 99.37% 99.37%
18.11.2024 1.16% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 256'717 CHF 86'572 CHF 99.38% 99.38%
15.11.2024 1.21% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 247'002 CHF 83'334 CHF 99.36% 99.36%
14.11.2024 1.01% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 296'408 CHF 99'803 CHF 99.38% 99.38%
13.11.2024 1.04% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 287'306 CHF 96'769 CHF 99.38% 99.38%
12.11.2024 1.03% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 289'749 CHF 97'583 CHF 99.15% 99.15%
11.11.2024 0.99% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 300'574 CHF 101'191 CHF 99.37% 99.37%
08.11.2024 1.01% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 295'263 CHF 99'421 CHF 99.37% 99.37%
07.11.2024 1.07% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 280'135 CHF 94'378 CHF 98.58% 98.58%

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