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 1.53% 0.62 CHF 0.63 CHF 305'000 305'000 299'942 299'942 194'154 CHF 197'153 CHF 99.92% 99.92%
19.11.2024 1.55% 0.64 CHF 0.65 CHF 300'000 300'000 300'088 300'088 191'856 CHF 194'857 CHF 98.23% 98.23%
18.11.2024 1.27% 0.76 CHF 0.77 CHF 290'000 290'000 288'157 288'157 226'368 CHF 229'250 CHF 99.87% 99.87%
15.11.2024 1.19% 0.83 CHF 0.84 CHF 285'000 285'000 283'478 283'478 236'775 CHF 239'610 CHF 99.92% 99.92%
14.11.2024 1.11% 0.85 CHF 0.86 CHF 285'000 285'000 278'040 278'040 248'770 CHF 251'551 CHF 97.29% 97.29%
13.11.2024 1.50% 0.66 CHF 0.67 CHF 300'000 300'000 297'584 297'584 197'429 CHF 200'404 CHF 100.00% 100.00%
12.11.2024 1.36% 0.65 CHF 0.66 CHF 300'000 300'000 291'924 291'924 213'269 CHF 216'188 CHF 99.25% 99.25%
11.11.2024 1.22% 0.81 CHF 0.82 CHF 285'000 285'000 283'825 283'825 231'549 CHF 234'387 CHF 100.00% 100.00%
08.11.2024 1.27% 0.75 CHF 0.76 CHF 290'000 290'000 287'691 287'691 224'639 CHF 227'516 CHF 98.88% 98.88%
07.11.2024 1.22% 0.86 CHF 0.87 CHF 280'000 280'000 283'386 283'386 230'924 CHF 233'758 CHF 99.70% 99.70%

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