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 1.79% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 248'970 CHF 84'490 CHF 92.50% 92.50%
19.11.2024 1.82% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 245'652 CHF 83'384 CHF 96.19% 96.19%
18.11.2024 1.64% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 272'876 CHF 92'459 CHF 97.54% 97.54%
15.11.2024 1.65% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 270'157 CHF 91'553 CHF 93.66% 93.66%
14.11.2024 1.74% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 256'874 CHF 87'125 CHF 95.71% 95.71%
13.11.2024 1.88% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 237'443 CHF 80'648 CHF 97.69% 97.69%
12.11.2024 1.94% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 230'029 CHF 78'177 CHF 96.44% 96.44%
11.11.2024 1.75% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 254'801 CHF 86'434 CHF 93.57% 93.57%
08.11.2024 1.92% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 232'208 CHF 78'903 CHF 95.69% 95.69%
07.11.2024 1.89% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 236'780 CHF 80'427 CHF 96.18% 96.18%

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