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 1.14% 0.83 CHF 0.84 CHF 900'000 300'000 900'000 300'000 784'267 CHF 264'422 CHF 99.37% 99.37%
19.11.2024 1.18% 0.83 CHF 0.84 CHF 900'000 300'000 900'000 300'000 759'763 CHF 256'254 CHF 99.37% 99.37%
18.11.2024 1.19% 0.86 CHF 0.87 CHF 900'000 300'000 900'000 300'000 750'796 CHF 253'265 CHF 99.25% 99.25%
15.11.2024 1.23% 0.83 CHF 0.84 CHF 900'000 300'000 900'000 300'000 724'864 CHF 244'621 CHF 99.37% 99.37%
14.11.2024 1.34% 0.79 CHF 0.80 CHF 900'000 300'000 900'000 300'000 666'989 CHF 225'330 CHF 99.37% 99.37%
13.11.2024 1.45% 0.69 CHF 0.70 CHF 900'000 300'000 900'000 300'000 615'757 CHF 208'252 CHF 99.37% 99.37%
12.11.2024 1.47% 0.62 CHF 0.63 CHF 900'000 300'000 902'484 302'484 612'082 CHF 208'088 CHF 99.37% 99.37%
11.11.2024 1.33% 0.75 CHF 0.76 CHF 900'000 300'000 900'000 300'000 670'063 CHF 226'354 CHF 99.38% 99.38%
08.11.2024 1.49% 0.66 CHF 0.67 CHF 900'000 300'000 900'000 300'000 600'029 CHF 203'010 CHF 99.37% 99.37%
07.11.2024 1.33% 0.73 CHF 0.74 CHF 900'000 300'000 900'000 300'000 674'178 CHF 227'726 CHF 98.37% 98.37%

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