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 1.46% 0.62 CHF 0.63 CHF 200'000 200'000 200'000 200'000 135'896 CHF 137'896 CHF 99.53% 99.53%
19.11.2024 1.46% 0.69 CHF 0.70 CHF 200'000 200'000 200'000 200'000 136'418 CHF 138'418 CHF 99.55% 99.55%
18.11.2024 1.30% 0.78 CHF 0.79 CHF 200'000 200'000 200'000 200'000 153'406 CHF 155'406 CHF 99.58% 99.58%
15.11.2024 1.35% 0.74 CHF 0.75 CHF 200'000 200'000 200'000 200'000 147'446 CHF 149'446 CHF 98.92% 98.92%
14.11.2024 1.53% 0.69 CHF 0.70 CHF 200'000 200'000 200'000 200'000 130'287 CHF 132'287 CHF 98.73% 98.73%
13.11.2024 1.71% 0.56 CHF 0.57 CHF 200'000 200'000 200'000 200'000 116'296 CHF 118'296 CHF 96.13% 96.13%
12.11.2024 1.40% 0.63 CHF 0.64 CHF 200'000 200'000 200'000 200'000 142'355 CHF 144'355 CHF 99.56% 99.56%
11.11.2024 1.43% 0.73 CHF 0.74 CHF 200'000 200'000 200'000 200'000 139'210 CHF 141'210 CHF 99.57% 99.57%
08.11.2024 1.44% 0.66 CHF 0.67 CHF 200'000 200'000 200'000 200'000 137'792 CHF 139'792 CHF 99.52% 99.52%
07.11.2024 1.25% 0.84 CHF 0.85 CHF 200'000 200'000 200'000 200'000 159'068 CHF 161'068 CHF 99.24% 99.24%

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