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
22.11.2024 1.42% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 418'337 CHF 141'446 CHF 93.73% 93.73%
20.11.2024 1.49% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 400'798 CHF 135'600 CHF 89.43% 89.43%
19.11.2024 1.44% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 414'793 CHF 140'264 CHF 90.49% 90.49%
18.11.2024 1.45% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 409'512 CHF 138'504 CHF 88.89% 88.89%
15.11.2024 1.53% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 389'714 CHF 131'905 CHF 86.18% 86.18%
14.11.2024 1.54% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 386'796 CHF 130'932 CHF 89.16% 89.16%
13.11.2024 1.53% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 389'153 CHF 131'718 CHF 83.40% 83.40%
12.11.2024 1.57% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 378'366 CHF 128'122 CHF 91.58% 91.58%
11.11.2024 1.70% 0.58 CHF 0.59 CHF 600'000 200'000 600'000 200'000 350'453 CHF 118'818 CHF 92.98% 92.98%
08.11.2024 1.58% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 377'479 CHF 127'826 CHF 88.02% 88.02%

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