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 1.58% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 283'644 CHF 96'048 CHF 98.94% 98.94%
19.11.2024 1.63% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 273'419 CHF 92'640 CHF 90.21% 90.21%
18.11.2024 1.41% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 316'550 CHF 107'017 CHF 96.48% 96.48%
15.11.2024 1.34% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 332'554 CHF 112'351 CHF 98.34% 98.34%
14.11.2024 1.37% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 327'542 CHF 110'681 CHF 98.90% 98.90%
13.11.2024 1.44% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 310'211 CHF 104'904 CHF 96.41% 96.41%
12.11.2024 1.25% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 357'587 CHF 120'696 CHF 94.04% 94.04%
11.11.2024 1.44% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 310'419 CHF 104'973 CHF 97.90% 97.90%
08.11.2024 1.67% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 267'644 CHF 90'715 CHF 93.09% 93.09%
07.11.2024 1.59% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 280'841 CHF 95'114 CHF 98.20% 98.20%

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