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 1.25% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 237'785 CHF 80'262 CHF 99.37% 99.37%
19.11.2024 1.29% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 231'566 CHF 78'189 CHF 99.38% 99.38%
18.11.2024 1.28% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 233'432 CHF 78'811 CHF 96.91% 96.91%
15.11.2024 1.23% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 242'689 CHF 81'896 CHF 99.38% 99.38%
14.11.2024 1.26% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 237'077 CHF 80'026 CHF 99.37% 99.37%
13.11.2024 1.25% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 237'976 CHF 80'325 CHF 97.00% 97.00%
12.11.2024 1.32% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 226'394 CHF 76'465 CHF 96.86% 96.86%
11.11.2024 1.35% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 221'205 CHF 74'735 CHF 98.26% 98.26%
08.11.2024 1.39% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 213'595 CHF 72'198 CHF 99.27% 99.27%
07.11.2024 1.43% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 208'064 CHF 70'355 CHF 98.68% 98.68%

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