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 1.51% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 198'081 CHF 67'027 CHF 99.26% 99.26%
19.11.2024 1.76% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 169'062 CHF 57'354 CHF 88.71% 88.71%
18.11.2024 1.86% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 160'115 CHF 54'372 CHF 97.49% 97.49%
15.11.2024 1.77% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 168'404 CHF 57'135 CHF 96.47% 96.47%
14.11.2024 1.41% 0.61 CHF 0.62 CHF 300'000 100'000 277'952 92'651 195'398 CHF 66'059 CHF 99.23% 99.23%
13.11.2024 1.28% 0.73 CHF 0.74 CHF 300'000 100'000 262'920 87'640 203'468 CHF 68'699 CHF 99.26% 99.26%
12.11.2024 1.32% 0.75 CHF 0.76 CHF 300'000 100'000 278'525 92'842 209'306 CHF 70'697 CHF 99.27% 99.27%
11.11.2024 1.39% 0.74 CHF 0.75 CHF 300'000 100'000 282'953 94'318 201'889 CHF 68'240 CHF 98.02% 98.02%
08.11.2024 1.33% 0.71 CHF 0.72 CHF 300'000 100'000 284'339 94'780 211'422 CHF 71'422 CHF 99.19% 99.19%
07.11.2024 1.46% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 203'996 CHF 68'999 CHF 98.60% 98.60%

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