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 1.46% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 204'083 CHF 69'028 CHF 99.44% 99.44%
19.11.2024 1.42% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 210'521 CHF 71'174 CHF 99.44% 99.44%
18.11.2024 1.42% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 209'937 CHF 70'979 CHF 97.38% 97.38%
15.11.2024 1.57% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 190'005 CHF 64'335 CHF 99.45% 99.45%
14.11.2024 1.83% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 162'430 CHF 55'143 CHF 99.44% 99.44%
13.11.2024 1.72% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 172'905 CHF 58'635 CHF 96.92% 96.92%
12.11.2024 1.72% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 172'559 CHF 58'520 CHF 96.89% 96.89%
11.11.2024 1.86% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 160'072 CHF 54'357 CHF 99.44% 99.44%
08.11.2024 2.00% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 148'814 CHF 50'605 CHF 99.28% 99.28%
07.11.2024 1.98% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 149'989 CHF 50'996 CHF 98.69% 98.69%

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