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 0.98% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 458'574 CHF 154'358 CHF 98.27% 98.27%
19.11.2024 0.99% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 450'384 CHF 151'628 CHF 96.04% 96.04%
18.11.2024 0.98% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 456'331 CHF 153'610 CHF 97.67% 97.67%
15.11.2024 0.97% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 462'936 CHF 155'812 CHF 95.90% 95.90%
14.11.2024 0.85% 1.12 CHF 1.13 CHF 450'000 150'000 408'540 136'180 476'522 CHF 160'203 CHF 99.25% 99.25%
13.11.2024 0.86% 1.23 CHF 1.24 CHF 300'000 100'000 420'573 140'191 484'395 CHF 162'867 CHF 98.76% 98.76%
12.11.2024 0.84% 1.13 CHF 1.14 CHF 450'000 150'000 336'757 112'252 398'296 CHF 133'888 CHF 99.36% 99.36%
11.11.2024 0.81% 1.18 CHF 1.19 CHF 450'000 150'000 300'887 100'296 370'783 CHF 124'597 CHF 96.31% 96.31%
08.11.2024 0.94% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 475'547 CHF 160'016 CHF 96.75% 96.75%
07.11.2024 0.90% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 495'767 CHF 166'756 CHF 98.64% 98.64%

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