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
22.11.2024 1.10% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 271'561 CHF 91'520 CHF 99.43% 99.43%
20.11.2024 1.18% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 253'338 CHF 85'446 CHF 99.00% 99.00%
19.11.2024 1.18% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 251'976 CHF 84'992 CHF 99.44% 99.44%
18.11.2024 1.21% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 247'321 CHF 83'440 CHF 97.69% 97.69%
15.11.2024 1.26% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 236'975 CHF 79'992 CHF 99.44% 99.44%
14.11.2024 1.26% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 235'753 CHF 79'585 CHF 99.09% 99.09%
13.11.2024 1.30% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 229'296 CHF 77'432 CHF 96.57% 96.57%
12.11.2024 1.29% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 230'452 CHF 77'817 CHF 96.33% 96.33%
11.11.2024 1.26% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 236'892 CHF 79'964 CHF 98.66% 98.66%
08.11.2024 1.38% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 216'468 CHF 73'156 CHF 90.63% 90.63%

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