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 1.07% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 231'682 CHF 93'673 CHF 99.17% 99.17%
19.11.2024 1.10% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 226'162 CHF 91'465 CHF 99.17% 99.17%
18.11.2024 1.05% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 237'444 CHF 95'978 CHF 99.23% 99.23%
15.11.2024 1.02% 0.97 CHF 0.98 CHF 250'000 100'000 250'000 100'000 242'681 CHF 98'072 CHF 99.17% 99.17%
14.11.2024 1.09% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 228'504 CHF 92'402 CHF 99.16% 99.16%
13.11.2024 1.12% 0.89 CHF 0.90 CHF 250'000 100'000 250'000 100'000 222'824 CHF 90'130 CHF 99.17% 99.17%
12.11.2024 1.04% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 239'165 CHF 96'666 CHF 99.17% 99.17%
11.11.2024 1.00% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 249'032 CHF 100'613 CHF 99.17% 99.17%
08.11.2024 1.05% 0.96 CHF 0.97 CHF 250'000 100'000 250'000 100'000 235'781 CHF 95'312 CHF 99.17% 99.17%
07.11.2024 1.11% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 224'114 CHF 90'645 CHF 98.00% 98.00%

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