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% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 433'771 CHF 146'090 CHF 97.59% 97.59%
19.11.2024 1.05% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 424'360 CHF 142'953 CHF 96.57% 96.57%
18.11.2024 1.04% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 430'896 CHF 145'132 CHF 97.21% 97.21%
15.11.2024 1.03% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 434'173 CHF 146'224 CHF 95.10% 95.10%
14.11.2024 0.91% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 493'514 CHF 166'005 CHF 99.05% 99.05%
13.11.2024 0.92% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 487'834 CHF 164'111 CHF 99.05% 99.05%
12.11.2024 0.90% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 499'973 CHF 168'158 CHF 99.37% 99.37%
11.11.2024 0.86% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 519'917 CHF 174'806 CHF 96.30% 96.30%
08.11.2024 1.01% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 444'675 CHF 149'725 CHF 96.75% 96.75%
07.11.2024 0.97% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 463'422 CHF 155'974 CHF 98.62% 98.62%

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