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 1.11% 0.88 CHF 0.89 CHF 300'000 100'000 274'942 91'647 245'328 CHF 82'693 CHF 98.92% 98.92%
19.11.2024 1.18% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 253'627 CHF 85'542 CHF 96.67% 96.67%
18.11.2024 0.97% 0.81 CHF 0.82 CHF 300'000 100'000 240'803 80'268 247'952 CHF 83'453 CHF 85.05% 97.57%
15.11.2024 0.91% 1.18 CHF 1.19 CHF 225'000 75'000 225'000 75'000 247'844 CHF 83'365 CHF 92.90% 96.67%
14.11.2024 0.93% 1.13 CHF 1.14 CHF 225'000 75'000 225'000 75'000 240'892 CHF 81'048 CHF 99.35% 99.35%
13.11.2024 0.94% 1.05 CHF 1.06 CHF 225'000 75'000 225'000 75'000 239'217 CHF 80'489 CHF 99.35% 99.35%
12.11.2024 0.93% 1.13 CHF 1.14 CHF 225'000 75'000 225'000 75'000 242'050 CHF 81'433 CHF 99.35% 99.35%
11.11.2024 0.88% 1.14 CHF 1.15 CHF 225'000 75'000 224'933 74'898 254'996 CHF 85'659 CHF 99.33% 99.33%
08.11.2024 0.83% 1.15 CHF 1.16 CHF 225'000 75'000 224'934 74'915 270'101 CHF 90'706 CHF 99.33% 99.33%
07.11.2024 0.76% 1.24 CHF 1.25 CHF 225'000 75'000 225'000 75'000 294'394 CHF 98'882 CHF 27.15% 98.50%

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