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
22.11.2024 1.25% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 238'519 CHF 80'506 CHF 99.43% 99.43%
20.11.2024 1.35% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 220'441 CHF 74'480 CHF 99.00% 99.00%
19.11.2024 1.36% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 219'115 CHF 74'039 CHF 99.44% 99.44%
18.11.2024 1.39% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 214'424 CHF 72'475 CHF 97.60% 97.60%
15.11.2024 1.46% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 204'031 CHF 69'011 CHF 99.44% 99.44%
14.11.2024 1.47% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 202'780 CHF 68'593 CHF 99.09% 99.09%
13.11.2024 1.52% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 196'470 CHF 66'490 CHF 96.72% 96.72%
12.11.2024 1.51% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 197'819 CHF 66'940 CHF 96.46% 96.46%
11.11.2024 1.46% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 203'986 CHF 68'995 CHF 98.65% 98.65%
08.11.2024 1.61% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 184'506 CHF 62'502 CHF 90.62% 90.62%

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