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 1.17% 0.85 CHF 0.86 CHF 500'000 100'000 500'000 100'000 423'526 CHF 85'705 CHF 99.55% 99.55%
19.11.2024 1.17% 0.84 CHF 0.85 CHF 500'000 100'000 500'000 100'000 423'096 CHF 85'619 CHF 99.52% 99.52%
18.11.2024 1.21% 0.82 CHF 0.83 CHF 500'000 100'000 500'000 100'000 411'371 CHF 83'274 CHF 99.49% 99.49%
15.11.2024 1.22% 0.82 CHF 0.83 CHF 500'000 100'000 500'000 100'000 408'189 CHF 82'638 CHF 90.75% 90.75%
14.11.2024 1.18% 0.83 CHF 0.84 CHF 500'000 100'000 500'000 100'000 421'775 CHF 85'355 CHF 99.17% 99.17%
13.11.2024 1.17% 0.87 CHF 0.88 CHF 500'000 100'000 500'000 100'000 425'392 CHF 86'078 CHF 97.40% 97.40%
12.11.2024 1.22% 0.83 CHF 0.84 CHF 500'000 100'000 500'000 100'000 406'592 CHF 82'318 CHF 99.53% 99.53%
11.11.2024 1.22% 0.80 CHF 0.81 CHF 500'000 100'000 500'000 100'000 406'017 CHF 82'203 CHF 99.51% 99.51%
08.11.2024 1.21% 0.83 CHF 0.84 CHF 500'000 100'000 500'000 100'000 410'195 CHF 83'039 CHF 99.51% 99.51%
07.11.2024 1.28% 0.78 CHF 0.79 CHF 500'000 100'000 500'000 100'000 387'312 CHF 78'463 CHF 98.92% 98.92%

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