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 1.70% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 174'884 CHF 59'295 CHF 99.41% 99.41%
19.11.2024 1.88% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 158'911 CHF 53'971 CHF 99.41% 99.41%
18.11.2024 1.58% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 188'277 CHF 63'759 CHF 97.64% 97.64%
15.11.2024 1.53% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 194'870 CHF 65'957 CHF 99.41% 99.41%
14.11.2024 1.70% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 175'640 CHF 59'547 CHF 99.41% 99.41%
13.11.2024 1.93% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 154'412 CHF 52'471 CHF 96.93% 96.93%
12.11.2024 1.67% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 178'977 CHF 60'659 CHF 96.95% 96.95%
11.11.2024 1.26% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 237'146 CHF 80'049 CHF 99.38% 99.38%
08.11.2024 1.28% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 233'457 CHF 78'819 CHF 96.66% 96.66%
07.11.2024 1.09% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 275'132 CHF 92'711 CHF 98.70% 98.70%

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