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 1.49% 0.67 CHF 0.68 CHF 250'000 100'000 250'000 100'000 166'788 CHF 67'715 CHF 99.16% 99.16%
19.11.2024 1.48% 0.67 CHF 0.68 CHF 250'000 100'000 250'000 100'000 167'587 CHF 68'035 CHF 99.16% 99.16%
18.11.2024 1.49% 0.66 CHF 0.67 CHF 250'000 100'000 250'000 100'000 166'605 CHF 67'642 CHF 99.22% 99.22%
15.11.2024 1.52% 0.66 CHF 0.67 CHF 250'000 100'000 250'000 100'000 162'710 CHF 66'084 CHF 99.16% 99.16%
14.11.2024 1.54% 0.65 CHF 0.66 CHF 250'000 100'000 250'000 100'000 160'811 CHF 65'324 CHF 99.16% 99.16%
13.11.2024 1.55% 0.65 CHF 0.66 CHF 250'000 100'000 250'000 100'000 159'846 CHF 64'938 CHF 99.16% 99.16%
12.11.2024 1.61% 0.63 CHF 0.64 CHF 250'000 100'000 250'000 100'000 154'069 CHF 62'628 CHF 99.16% 99.16%
11.11.2024 1.65% 0.61 CHF 0.62 CHF 250'000 100'000 250'000 100'000 150'428 CHF 61'171 CHF 99.17% 99.17%
08.11.2024 1.64% 0.62 CHF 0.63 CHF 250'000 100'000 250'000 100'000 151'598 CHF 61'639 CHF 99.16% 99.16%
07.11.2024 1.70% 0.59 CHF 0.60 CHF 250'000 100'000 250'000 100'000 145'656 CHF 59'262 CHF 98.05% 98.05%

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