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 1.92% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 154'464 CHF 52'488 CHF 99.37% 99.37%
19.11.2024 1.87% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 159'301 CHF 54'100 CHF 99.38% 99.38%
18.11.2024 1.86% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 159'413 CHF 54'138 CHF 97.05% 97.05%
15.11.2024 1.97% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 150'753 CHF 51'251 CHF 99.38% 99.38%
14.11.2024 1.90% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 156'776 CHF 53'259 CHF 99.37% 99.37%
13.11.2024 1.94% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 153'240 CHF 52'080 CHF 97.00% 97.00%
12.11.2024 1.80% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 164'818 CHF 55'940 CHF 96.93% 96.93%
11.11.2024 1.76% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 169'103 CHF 57'368 CHF 98.25% 98.25%
08.11.2024 1.71% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 173'762 CHF 58'921 CHF 99.27% 99.27%
07.11.2024 1.65% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 180'694 CHF 61'231 CHF 98.69% 98.69%

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