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 1.45% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 307'629 CHF 104'043 CHF 99.17% 99.17%
19.11.2024 1.50% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 297'867 CHF 100'789 CHF 99.16% 99.16%
18.11.2024 1.53% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 292'229 CHF 98'910 CHF 99.24% 99.24%
15.11.2024 1.42% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 315'742 CHF 106'747 CHF 99.26% 99.26%
14.11.2024 1.25% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 358'192 CHF 120'897 CHF 97.70% 97.70%
13.11.2024 1.15% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 388'223 CHF 130'908 CHF 99.23% 99.23%
12.11.2024 1.05% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 429'612 CHF 144'704 CHF 94.63% 97.00%
11.11.2024 0.97% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 461'598 CHF 155'366 CHF 19.72% 98.88%
08.11.2024 0.90% 1.18 CHF 1.13 CHF 450'000 150'000 450'000 150'000 499'485 CHF 167'995 CHF 0.12% 98.57%
07.11.2024 0.86% 1.17 CHF 1.15 CHF 450'000 150'000 450'000 150'000 518'026 CHF 174'175 CHF 15.52% 98.54%

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