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 1.29% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 231'046 CHF 78'016 CHF 99.36% 99.36%
19.11.2024 1.30% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 228'525 CHF 77'175 CHF 99.35% 99.35%
18.11.2024 1.30% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 230'191 CHF 77'730 CHF 94.61% 94.61%
15.11.2024 1.61% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 185'687 CHF 62'896 CHF 99.36% 99.36%
14.11.2024 1.76% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 169'423 CHF 57'475 CHF 99.37% 99.37%
13.11.2024 1.99% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 149'400 CHF 50'800 CHF 93.41% 93.41%
12.11.2024 2.77% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 100'000 107'171 CHF 36'724 CHF 96.85% 96.85%
11.11.2024 2.69% 0.30 CHF 0.31 CHF 300'000 100'000 300'000 100'000 111'047 CHF 38'016 CHF 99.38% 99.38%
08.11.2024 2.83% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 104'911 CHF 35'970 CHF 90.82% 90.82%
07.11.2024 1.97% 0.37 CHF 0.38 CHF 300'000 100'000 300'000 100'000 152'538 CHF 51'846 CHF 88.27% 88.27%

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