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 1.49% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 398'890 CHF 134'963 CHF 99.38% 99.38%
19.11.2024 1.67% 0.59 CHF 0.60 CHF 600'000 200'000 600'000 200'000 356'623 CHF 120'874 CHF 99.37% 99.37%
18.11.2024 1.46% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 406'963 CHF 137'654 CHF 99.25% 99.25%
15.11.2024 1.37% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 436'256 CHF 147'419 CHF 99.38% 99.38%
14.11.2024 1.41% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 422'792 CHF 142'931 CHF 99.37% 99.37%
13.11.2024 1.63% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 365'883 CHF 123'961 CHF 99.38% 99.38%
12.11.2024 1.27% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 469'122 CHF 158'374 CHF 99.37% 99.37%
11.11.2024 1.21% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 491'827 CHF 165'942 CHF 99.37% 99.37%
08.11.2024 1.34% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 445'802 CHF 150'601 CHF 99.37% 99.37%
07.11.2024 1.27% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 469'078 CHF 158'359 CHF 98.38% 98.38%

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