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 1.48% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 302'437 CHF 102'312 CHF 98.95% 98.95%
19.11.2024 1.50% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 297'784 CHF 100'761 CHF 95.76% 95.76%
18.11.2024 1.19% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 377'436 CHF 127'312 CHF 96.95% 96.95%
15.11.2024 1.11% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 404'782 CHF 136'427 CHF 94.65% 94.65%
14.11.2024 1.02% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 439'119 CHF 147'873 CHF 98.29% 98.29%
13.11.2024 1.43% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 313'087 CHF 105'862 CHF 98.26% 98.26%
12.11.2024 1.28% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 349'783 CHF 118'094 CHF 98.34% 98.34%
11.11.2024 1.13% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 396'946 CHF 133'815 CHF 98.72% 98.72%
08.11.2024 1.19% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 376'774 CHF 127'091 CHF 97.69% 97.69%
07.11.2024 1.13% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 395'450 CHF 133'317 CHF 98.10% 98.10%

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