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 1.86% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 239'456 CHF 81'319 CHF 98.95% 98.95%
19.11.2024 1.91% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 233'061 CHF 79'187 CHF 98.94% 98.94%
18.11.2024 1.96% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 227'309 CHF 77'270 CHF 98.84% 98.84%
15.11.2024 1.79% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 249'576 CHF 84'692 CHF 99.25% 99.25%
14.11.2024 1.54% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 289'699 CHF 98'066 CHF 97.73% 97.73%
13.11.2024 1.40% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 318'988 CHF 107'829 CHF 99.26% 99.26%
12.11.2024 1.25% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 358'848 CHF 121'116 CHF 99.24% 99.24%
11.11.2024 1.06% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 422'452 CHF 142'317 CHF 99.30% 99.30%
08.11.2024 1.00% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 448'723 CHF 151'074 CHF 98.56% 98.56%
07.11.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 456'323 CHF 153'608 CHF 98.50% 98.50%

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