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 1.68% 0.61 CHF 0.62 CHF 600'000 150'000 600'000 150'000 354'946 CHF 90'237 CHF 99.38% 99.38%
19.11.2024 2.35% 0.45 CHF 0.46 CHF 600'000 150'000 600'000 150'000 252'827 CHF 64'707 CHF 99.38% 99.38%
18.11.2024 2.17% 0.46 CHF 0.47 CHF 600'000 150'000 600'000 150'000 273'601 CHF 69'900 CHF 99.38% 99.38%
15.11.2024 2.05% 0.47 CHF 0.48 CHF 600'000 150'000 600'000 150'000 290'178 CHF 74'045 CHF 98.91% 98.91%
14.11.2024 1.93% 0.51 CHF 0.52 CHF 600'000 150'000 600'000 150'000 308'506 CHF 78'627 CHF 99.38% 99.38%
13.11.2024 2.28% 0.45 CHF 0.46 CHF 600'000 150'000 600'000 150'000 260'715 CHF 66'679 CHF 99.38% 99.38%
12.11.2024 2.05% 0.43 CHF 0.44 CHF 600'000 150'000 600'000 150'000 290'270 CHF 74'067 CHF 99.16% 99.16%
11.11.2024 1.88% 0.52 CHF 0.53 CHF 600'000 150'000 600'000 150'000 315'843 CHF 80'461 CHF 99.38% 99.38%
08.11.2024 1.85% 0.53 CHF 0.54 CHF 600'000 150'000 600'000 150'000 321'928 CHF 81'982 CHF 99.38% 99.38%
07.11.2024 1.82% 0.56 CHF 0.57 CHF 600'000 150'000 600'000 150'000 326'043 CHF 83'011 CHF 98.58% 98.58%

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