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 1.37% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 217'954 CHF 73'651 CHF 99.37% 99.37%
19.11.2024 1.61% 0.61 CHF 0.62 CHF 300'000 100'000 379'488 126'496 232'435 CHF 78'743 CHF 99.37% 99.37%
18.11.2024 1.49% 0.63 CHF 0.64 CHF 300'000 100'000 300'217 100'072 201'145 CHF 68'049 CHF 99.38% 99.38%
15.11.2024 1.46% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 204'163 CHF 69'054 CHF 99.36% 99.36%
14.11.2024 1.57% 0.65 CHF 0.66 CHF 300'000 100'000 323'391 107'797 203'976 CHF 69'070 CHF 99.38% 99.38%
13.11.2024 1.89% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 235'466 CHF 79'989 CHF 99.38% 99.38%
12.11.2024 1.68% 0.52 CHF 0.53 CHF 450'000 150'000 375'963 125'321 221'776 CHF 75'179 CHF 99.16% 99.16%
11.11.2024 1.58% 0.64 CHF 0.65 CHF 300'000 100'000 375'112 125'037 234'317 CHF 79'356 CHF 99.38% 99.38%
08.11.2024 1.67% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 266'993 CHF 90'498 CHF 99.37% 99.37%
07.11.2024 1.57% 0.63 CHF 0.64 CHF 450'000 150'000 407'309 135'770 256'964 CHF 87'013 CHF 98.58% 98.58%

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