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 1.29% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 463'504 CHF 156'501 CHF 98.88% 98.88%
19.11.2024 1.39% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 427'811 CHF 144'604 CHF 98.94% 98.94%
18.11.2024 1.30% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 460'829 CHF 155'610 CHF 98.44% 98.95%
15.11.2024 1.96% 0.57 CHF 0.58 CHF 600'000 200'000 622'003 207'334 314'367 CHF 106'862 CHF 97.35% 97.35%
14.11.2024 1.55% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 384'559 CHF 130'186 CHF 97.42% 97.42%
13.11.2024 1.42% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 420'541 CHF 142'180 CHF 98.31% 98.31%
12.11.2024 1.25% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 478'447 CHF 161'482 CHF 89.70% 89.70%
11.11.2024 1.31% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 455'186 CHF 153'729 CHF 94.15% 94.15%
08.11.2024 2.37% 0.54 CHF 0.55 CHF 600'000 200'000 725'597 241'866 302'904 CHF 103'387 CHF 96.68% 96.68%
07.11.2024 2.88% 0.40 CHF 0.41 CHF 900'000 300'000 900'000 300'000 309'162 CHF 106'054 CHF 98.12% 98.12%

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