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 1.34% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 443'230 CHF 149'743 CHF 99.37% 99.37%
19.11.2024 1.32% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 453'189 CHF 153'063 CHF 99.07% 99.07%
18.11.2024 1.32% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 452'945 CHF 152'982 CHF 97.56% 97.56%
15.11.2024 1.28% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 464'276 CHF 156'759 CHF 99.38% 99.38%
14.11.2024 1.26% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 474'436 CHF 160'145 CHF 99.37% 99.37%
13.11.2024 1.32% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 452'010 CHF 152'670 CHF 97.02% 97.02%
12.11.2024 1.32% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 451'665 CHF 152'555 CHF 96.87% 96.87%
11.11.2024 1.29% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 460'722 CHF 155'574 CHF 98.73% 98.73%
08.11.2024 1.31% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 455'588 CHF 153'863 CHF 93.14% 93.14%
07.11.2024 1.29% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 461'396 CHF 155'799 CHF 98.70% 98.70%

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