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 1.93% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 154'428 CHF 52'476 CHF 99.25% 99.25%
19.11.2024 2.06% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 144'770 CHF 49'257 CHF 96.68% 96.68%
18.11.2024 1.53% 0.45 CHF 0.46 CHF 300'000 100'000 299'993 100'000 200'312 CHF 67'773 CHF 97.63% 97.63%
15.11.2024 1.42% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 99'991 210'246 CHF 71'075 CHF 96.48% 96.48%
14.11.2024 1.49% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 200'442 CHF 67'814 CHF 99.35% 99.35%
13.11.2024 1.49% 0.65 CHF 0.66 CHF 300'000 100'000 299'935 99'933 200'113 CHF 67'674 CHF 99.37% 99.37%
12.11.2024 1.46% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 204'555 CHF 69'185 CHF 99.36% 99.36%
11.11.2024 1.35% 0.74 CHF 0.75 CHF 300'000 100'000 299'934 99'929 220'246 CHF 74'380 CHF 99.34% 99.34%
08.11.2024 1.24% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 241'310 CHF 81'437 CHF 99.33% 99.33%
07.11.2024 1.00% 0.85 CHF 0.86 CHF 300'000 100'000 299'597 99'866 299'272 CHF 100'756 CHF 98.48% 98.48%

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