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 0.94% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 477'950 CHF 160'817 CHF 99.38% 99.38%
19.11.2024 1.02% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 440'670 CHF 148'390 CHF 99.37% 99.37%
18.11.2024 0.99% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 452'358 CHF 152'286 CHF 99.38% 99.38%
15.11.2024 0.97% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 461'513 CHF 155'338 CHF 99.36% 99.36%
14.11.2024 0.92% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 485'629 CHF 163'376 CHF 99.38% 99.38%
13.11.2024 0.95% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 473'933 CHF 159'478 CHF 99.37% 99.37%
12.11.2024 0.95% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 470'523 CHF 158'341 CHF 99.15% 99.15%
11.11.2024 0.90% 1.07 CHF 1.08 CHF 450'000 150'000 450'000 150'000 495'874 CHF 166'791 CHF 99.38% 99.38%
08.11.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 465'986 CHF 156'829 CHF 99.37% 99.37%
07.11.2024 0.96% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 466'007 CHF 156'836 CHF 98.58% 98.58%

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