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 1.10% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 270'171 CHF 91'057 CHF 99.38% 99.38%
19.11.2024 1.08% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 275'297 CHF 92'766 CHF 99.38% 99.38%
18.11.2024 1.08% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 275'894 CHF 92'965 CHF 97.57% 97.57%
15.11.2024 1.12% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 267'528 CHF 90'176 CHF 99.38% 99.38%
14.11.2024 1.09% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 273'552 CHF 92'184 CHF 99.37% 99.37%
13.11.2024 1.11% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 269'371 CHF 90'790 CHF 96.96% 96.96%
12.11.2024 1.06% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 280'609 CHF 94'536 CHF 96.79% 96.79%
11.11.2024 1.05% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 284'170 CHF 95'724 CHF 98.25% 98.25%
08.11.2024 1.04% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 287'844 CHF 96'948 CHF 99.27% 99.27%
07.11.2024 1.01% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 295'664 CHF 99'555 CHF 98.70% 98.70%

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