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 1.65% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 269'805 CHF 91'435 CHF 98.75% 98.75%
19.11.2024 1.57% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 284'293 CHF 96'264 CHF 99.19% 99.19%
18.11.2024 1.62% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 276'349 CHF 93'616 CHF 96.20% 96.20%
15.11.2024 1.59% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 281'411 CHF 95'304 CHF 99.20% 99.20%
14.11.2024 1.55% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 287'537 CHF 97'346 CHF 98.43% 98.43%
13.11.2024 1.57% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 284'837 CHF 96'446 CHF 96.73% 96.73%
12.11.2024 1.68% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 266'064 CHF 90'188 CHF 96.66% 96.66%
11.11.2024 1.72% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 259'215 CHF 87'905 CHF 98.80% 98.80%
08.11.2024 1.70% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 262'313 CHF 88'938 CHF 99.06% 99.06%
07.11.2024 1.76% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 253'552 CHF 86'018 CHF 98.65% 98.65%

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