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 1.16% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 258'183 CHF 87'061 CHF 99.44% 99.44%
19.11.2024 1.13% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 264'430 CHF 89'143 CHF 99.44% 99.44%
18.11.2024 1.13% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 264'129 CHF 89'043 CHF 97.66% 97.66%
15.11.2024 1.22% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 244'440 CHF 82'480 CHF 99.45% 99.45%
14.11.2024 1.37% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 216'765 CHF 73'255 CHF 99.44% 99.44%
13.11.2024 1.31% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 226'813 CHF 76'604 CHF 96.92% 96.92%
12.11.2024 1.32% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 226'373 CHF 76'458 CHF 96.90% 96.90%
11.11.2024 1.39% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 213'775 CHF 72'258 CHF 99.44% 99.44%
08.11.2024 1.47% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 202'077 CHF 68'359 CHF 99.28% 99.28%
07.11.2024 1.46% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 203'461 CHF 68'820 CHF 98.69% 98.69%

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