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 0.91% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 491'119 CHF 165'206 CHF 99.35% 99.35%
19.11.2024 0.89% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 505'017 CHF 169'839 CHF 96.38% 96.38%
18.11.2024 0.90% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 495'412 CHF 166'637 CHF 97.40% 97.40%
15.11.2024 0.98% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 457'418 CHF 153'973 CHF 96.13% 96.13%
14.11.2024 0.96% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 464'668 CHF 156'389 CHF 99.89% 99.89%
13.11.2024 1.00% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 448'467 CHF 150'989 CHF 98.72% 98.72%
12.11.2024 0.99% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 451'050 CHF 151'850 CHF 99.36% 99.36%
11.11.2024 0.98% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 458'593 CHF 154'364 CHF 98.30% 98.30%
08.11.2024 1.01% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 441'726 CHF 148'742 CHF 98.16% 98.16%
07.11.2024 0.98% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 455'037 CHF 153'179 CHF 98.63% 98.63%

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