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 1.33% 0.72 CHF 0.73 CHF 520'000 520'000 270'005 270'005 204'979 CHF 207'689 CHF 99.90% 99.90%
19.11.2024 1.43% 0.77 CHF 0.78 CHF 520'000 520'000 280'560 280'560 201'486 CHF 204'297 CHF 99.55% 99.55%
18.11.2024 1.89% 0.78 CHF 0.79 CHF 540'000 540'000 286'038 286'038 220'306 CHF 224'213 CHF 97.74% 97.74%
15.11.2024 2.02% 0.56 CHF 0.57 CHF 600'000 600'000 321'805 321'805 165'474 CHF 168'699 CHF 99.27% 99.27%
14.11.2024 1.62% 0.56 CHF 0.57 CHF 570'000 570'000 288'856 288'856 178'856 CHF 181'756 CHF 98.65% 98.65%
13.11.2024 1.47% 0.64 CHF 0.65 CHF 560'000 560'000 285'860 285'860 197'320 CHF 200'191 CHF 99.34% 99.34%
12.11.2024 3.99% 0.74 CHF 0.75 CHF 530'000 530'000 190'930 190'930 145'317 CHF 148'088 CHF 90.35% 90.35%
11.11.2024 1.33% 0.86 CHF 0.87 CHF 530'000 530'000 290'181 290'181 222'862 CHF 225'768 CHF 97.30% 97.30%
08.11.2024 2.48% 0.53 CHF 0.54 CHF 660'000 660'000 342'366 342'366 148'524 CHF 151'961 CHF 97.22% 97.22%
07.11.2024 3.01% 0.40 CHF 0.41 CHF 760'000 760'000 404'310 404'310 140'730 CHF 144'791 CHF 99.77% 99.77%

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