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 300'000 100'000 300'000 100'000 204'978 CHF 69'326 CHF 99.73% 99.73%
19.11.2024 1.54% 0.66 CHF 0.67 CHF 300'000 100'000 315'333 105'111 202'816 CHF 68'656 CHF 96.97% 96.97%
18.11.2024 1.47% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 202'120 CHF 68'374 CHF 96.14% 96.14%
15.11.2024 1.57% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 190'215 CHF 64'405 CHF 96.38% 96.38%
14.11.2024 1.67% 0.62 CHF 0.63 CHF 300'000 100'000 324'157 108'052 191'446 CHF 64'896 CHF 99.32% 99.32%
13.11.2024 1.78% 0.55 CHF 0.56 CHF 450'000 150'000 449'727 149'909 250'568 CHF 85'022 CHF 98.95% 98.95%
12.11.2024 1.64% 0.55 CHF 0.56 CHF 450'000 150'000 319'602 106'534 192'627 CHF 65'274 CHF 99.38% 99.38%
11.11.2024 1.42% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 209'178 CHF 70'726 CHF 99.27% 99.27%
08.11.2024 1.49% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 199'509 CHF 67'503 CHF 99.36% 99.36%
07.11.2024 1.42% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 209'958 CHF 70'986 CHF 98.68% 98.68%

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