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 1.58% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 188'255 CHF 63'752 CHF 99.37% 99.37%
19.11.2024 1.53% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 194'041 CHF 65'680 CHF 99.38% 99.38%
18.11.2024 1.54% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 193'767 CHF 65'589 CHF 97.52% 97.52%
15.11.2024 1.60% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 185'897 CHF 62'966 CHF 99.38% 99.38%
14.11.2024 1.55% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 191'723 CHF 64'908 CHF 99.37% 99.37%
13.11.2024 1.58% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 188'088 CHF 63'696 CHF 96.87% 96.87%
12.11.2024 1.49% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 199'498 CHF 67'499 CHF 96.83% 96.83%
11.11.2024 1.47% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 202'895 CHF 68'632 CHF 98.25% 98.25%
08.11.2024 1.44% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 207'236 CHF 70'079 CHF 99.27% 99.27%
07.11.2024 1.38% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 215'191 CHF 72'730 CHF 98.71% 98.71%

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