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 1.37% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 327'112 CHF 110'537 CHF 98.86% 98.86%
19.11.2024 1.47% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 304'782 CHF 103'094 CHF 95.75% 95.75%
18.11.2024 1.33% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 336'544 CHF 113'681 CHF 97.04% 97.04%
15.11.2024 1.37% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 327'362 CHF 110'621 CHF 94.47% 94.47%
14.11.2024 1.45% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 308'273 CHF 104'258 CHF 98.80% 98.80%
13.11.2024 1.50% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 297'868 CHF 100'789 CHF 98.28% 98.28%
12.11.2024 1.38% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 323'762 CHF 109'421 CHF 98.94% 98.94%
11.11.2024 1.40% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 319'682 CHF 108'061 CHF 98.92% 98.92%
08.11.2024 1.55% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 289'122 CHF 97'874 CHF 97.32% 97.32%
07.11.2024 1.28% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 349'123 CHF 117'874 CHF 98.16% 98.16%

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