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 1.39% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 214'975 CHF 72'658 CHF 99.38% 99.38%
19.11.2024 1.44% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 206'568 CHF 69'856 CHF 99.38% 99.38%
18.11.2024 1.63% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 182'520 CHF 61'840 CHF 97.61% 97.61%
15.11.2024 1.69% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 175'548 CHF 59'516 CHF 99.38% 99.38%
14.11.2024 1.84% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 161'805 CHF 54'935 CHF 99.37% 99.37%
13.11.2024 1.60% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 186'409 CHF 63'136 CHF 96.86% 96.86%
12.11.2024 1.61% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 185'468 CHF 62'823 CHF 96.93% 96.93%
11.11.2024 1.31% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 229'235 CHF 77'412 CHF 99.35% 99.35%
08.11.2024 1.22% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 243'695 CHF 82'232 CHF 99.27% 99.27%
07.11.2024 1.20% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 249'018 CHF 84'006 CHF 98.69% 98.69%

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