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 1.26% 0.77 CHF 0.78 CHF 450'000 150'000 565'141 188'380 443'955 CHF 149'869 CHF 97.65% 97.65%
19.11.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 524'798 174'933 426'674 CHF 143'974 CHF 94.75% 94.75%
18.11.2024 1.17% 0.83 CHF 0.84 CHF 450'000 150'000 476'455 158'818 404'854 CHF 136'539 CHF 96.23% 96.23%
15.11.2024 1.18% 0.89 CHF 0.90 CHF 450'000 150'000 532'434 177'478 448'771 CHF 151'365 CHF 96.43% 96.43%
14.11.2024 1.19% 0.85 CHF 0.86 CHF 450'000 150'000 526'570 175'523 440'772 CHF 148'679 CHF 97.15% 97.15%
13.11.2024 1.17% 0.84 CHF 0.85 CHF 600'000 200'000 565'759 188'586 481'232 CHF 162'297 CHF 97.82% 97.82%
12.11.2024 1.12% 0.87 CHF 0.88 CHF 600'000 200'000 497'017 165'672 441'953 CHF 148'974 CHF 98.37% 98.37%
11.11.2024 1.09% 0.91 CHF 0.92 CHF 450'000 150'000 516'535 172'178 468'996 CHF 158'054 CHF 98.11% 98.11%
08.11.2024 1.04% 0.95 CHF 0.96 CHF 450'000 150'000 466'742 155'581 444'659 CHF 149'776 CHF 97.78% 97.78%
07.11.2024 1.02% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 586'026 CHF 197'342 CHF 98.05% 98.05%

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