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 1.12% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 534'090 CHF 180'030 CHF 99.37% 99.37%
19.11.2024 1.10% 0.88 CHF 0.89 CHF 600'000 200'000 600'000 200'000 543'428 CHF 183'143 CHF 99.07% 99.07%
18.11.2024 1.10% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 544'509 CHF 183'503 CHF 97.24% 97.24%
15.11.2024 1.07% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 555'292 CHF 187'097 CHF 99.37% 99.37%
14.11.2024 1.06% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 565'389 CHF 190'463 CHF 99.37% 99.37%
13.11.2024 1.10% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 542'472 CHF 182'824 CHF 96.96% 96.96%
12.11.2024 1.10% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 541'722 CHF 182'574 CHF 96.87% 96.87%
11.11.2024 1.08% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 550'627 CHF 185'542 CHF 98.73% 98.73%
08.11.2024 1.09% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 545'159 CHF 183'720 CHF 93.15% 93.15%
07.11.2024 1.08% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 550'979 CHF 185'660 CHF 98.69% 98.69%

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