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% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 270'994 CHF 91'331 CHF 99.37% 99.37%
19.11.2024 1.10% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 273'249 CHF 92'083 CHF 96.92% 96.92%
18.11.2024 0.99% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 300'440 CHF 101'147 CHF 95.33% 95.33%
15.11.2024 0.99% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 303'032 CHF 102'011 CHF 99.38% 99.38%
14.11.2024 1.05% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 283'841 CHF 95'614 CHF 99.37% 99.37%
13.11.2024 1.04% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 288'245 CHF 97'082 CHF 92.30% 92.30%
12.11.2024 0.99% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 300'718 CHF 101'239 CHF 96.96% 96.96%
11.11.2024 1.03% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 290'398 CHF 97'799 CHF 97.56% 97.56%
08.11.2024 0.98% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 303'235 CHF 102'078 CHF 93.15% 93.15%
07.11.2024 0.95% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 313'862 CHF 105'621 CHF 98.70% 98.70%

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