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
22.11.2024 1.53% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 195'255 CHF 66'085 CHF 99.43% 99.43%
20.11.2024 1.68% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 177'493 CHF 60'164 CHF 99.00% 99.00%
19.11.2024 1.68% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 176'642 CHF 59'881 CHF 99.44% 99.44%
18.11.2024 1.74% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 171'300 CHF 58'100 CHF 97.59% 97.59%
15.11.2024 1.84% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 161'372 CHF 54'791 CHF 99.44% 99.44%
14.11.2024 1.86% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 159'432 CHF 54'144 CHF 99.09% 99.09%
13.11.2024 1.93% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 153'640 CHF 52'213 CHF 96.57% 96.57%
12.11.2024 1.92% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 154'509 CHF 52'503 CHF 96.30% 96.30%
11.11.2024 1.84% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 161'775 CHF 54'925 CHF 98.65% 98.65%
08.11.2024 2.09% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 141'963 CHF 48'321 CHF 90.63% 90.63%

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