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 1.40% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 213'237 CHF 72'079 CHF 99.44% 99.44%
19.11.2024 1.39% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 214'538 CHF 72'513 CHF 98.95% 98.95%
18.11.2024 1.40% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 212'415 CHF 71'805 CHF 97.50% 97.50%
15.11.2024 1.38% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 215'642 CHF 72'881 CHF 99.44% 99.44%
14.11.2024 1.19% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 250'725 CHF 84'575 CHF 99.44% 99.44%
13.11.2024 1.16% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 256'166 CHF 86'389 CHF 96.99% 96.99%
12.11.2024 1.12% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 267'155 CHF 90'052 CHF 96.84% 96.84%
11.11.2024 1.06% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 280'231 CHF 94'410 CHF 98.87% 98.87%
08.11.2024 1.06% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 281'915 CHF 94'972 CHF 93.36% 93.36%
07.11.2024 1.08% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 276'831 CHF 93'277 CHF 98.71% 98.71%

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