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 2.18% 0.42 CHF 0.43 CHF 305'000 305'000 299'932 299'932 136'264 CHF 139'263 CHF 99.68% 99.68%
19.11.2024 2.22% 0.44 CHF 0.45 CHF 300'000 300'000 300'102 300'102 133'949 CHF 136'950 CHF 98.83% 98.83%
18.11.2024 1.68% 0.57 CHF 0.58 CHF 290'000 290'000 288'155 288'155 170'565 CHF 173'447 CHF 100.00% 100.00%
15.11.2024 1.55% 0.64 CHF 0.65 CHF 285'000 285'000 283'479 283'479 181'966 CHF 184'800 CHF 99.88% 99.88%
14.11.2024 1.42% 0.65 CHF 0.66 CHF 285'000 285'000 278'049 278'049 195'088 CHF 197'868 CHF 97.11% 97.11%
13.11.2024 2.11% 0.47 CHF 0.48 CHF 300'000 300'000 297'577 297'577 139'999 CHF 142'975 CHF 99.79% 99.79%
12.11.2024 1.85% 0.46 CHF 0.47 CHF 300'000 300'000 291'922 291'922 157'000 CHF 159'919 CHF 99.17% 99.17%
11.11.2024 1.59% 0.62 CHF 0.63 CHF 285'000 285'000 283'824 283'824 176'939 CHF 179'777 CHF 99.95% 99.95%
08.11.2024 1.69% 0.56 CHF 0.57 CHF 290'000 290'000 287'690 287'690 168'856 CHF 171'733 CHF 98.86% 98.86%
07.11.2024 1.60% 0.66 CHF 0.67 CHF 280'000 280'000 283'370 283'370 175'859 CHF 178'693 CHF 99.17% 99.17%

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