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 1.87% 0.50 CHF 0.51 CHF 936'300 936'300 924'623 924'623 490'746 CHF 499'992 CHF 99.42% 99.42%
19.11.2024 1.80% 0.57 CHF 0.58 CHF 916'800 916'800 940'030 940'030 517'088 CHF 526'489 CHF 100.00% 100.00%
18.11.2024 1.84% 0.55 CHF 0.56 CHF 955'500 955'500 924'868 924'868 497'258 CHF 506'506 CHF 98.75% 98.75%
15.11.2024 1.81% 0.53 CHF 0.54 CHF 904'600 904'600 939'696 939'696 515'615 CHF 525'012 CHF 98.67% 98.67%
14.11.2024 1.90% 0.56 CHF 0.57 CHF 962'200 962'200 865'809 865'809 453'023 CHF 461'682 CHF 100.00% 100.00%
13.11.2024 1.61% 0.56 CHF 0.57 CHF 801'700 801'700 810'644 810'644 498'796 CHF 506'903 CHF 100.00% 100.00%
12.11.2024 1.60% 0.61 CHF 0.62 CHF 816'700 816'700 787'126 787'126 488'585 CHF 496'456 CHF 99.78% 99.78%
11.11.2024 1.47% 0.66 CHF 0.67 CHF 767'600 767'600 667'424 667'424 451'236 CHF 457'910 CHF 99.72% 99.72%
08.11.2024 1.18% 0.79 CHF 0.80 CHF 602'100 602'100 599'770 599'770 507'312 CHF 513'310 CHF 99.15% 99.15%
07.11.2024 1.15% 0.89 CHF 0.90 CHF 598'300 598'300 648'595 648'595 558'654 CHF 565'140 CHF 100.00% 100.00%

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