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 1.01% 0.97 CHF 0.98 CHF 450'000 150'000 452'872 150'957 445'008 CHF 149'845 CHF 99.43% 99.43%
19.11.2024 1.01% 1.00 CHF 1.01 CHF 600'000 200'000 462'601 154'200 455'928 CHF 153'518 CHF 96.02% 96.02%
18.11.2024 0.99% 1.02 CHF 1.03 CHF 450'000 150'000 451'582 150'527 455'418 CHF 153'311 CHF 93.43% 93.43%
15.11.2024 1.03% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 435'527 CHF 146'676 CHF 91.35% 91.35%
14.11.2024 1.07% 0.94 CHF 0.95 CHF 600'000 200'000 481'544 160'515 449'117 CHF 151'311 CHF 94.47% 94.47%
13.11.2024 1.07% 0.93 CHF 0.94 CHF 450'000 150'000 585'593 195'198 545'710 CHF 183'855 CHF 83.41% 83.41%
12.11.2024 1.15% 0.88 CHF 0.89 CHF 600'000 200'000 593'814 197'938 513'780 CHF 173'239 CHF 91.82% 91.82%
11.11.2024 1.23% 0.85 CHF 0.86 CHF 600'000 200'000 600'000 200'000 486'187 CHF 164'062 CHF 82.31% 82.31%
08.11.2024 1.19% 0.82 CHF 0.83 CHF 600'000 200'000 486'209 162'070 405'537 CHF 136'800 CHF 89.18% 89.18%
07.11.2024 1.18% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 378'216 CHF 127'572 CHF 80.44% 80.44%

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