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 1.65% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 270'624 CHF 91'708 CHF 99.38% 99.38%
19.11.2024 1.73% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 257'787 CHF 87'429 CHF 96.68% 96.68%
18.11.2024 1.42% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 317'797 CHF 107'432 CHF 97.57% 97.57%
15.11.2024 1.38% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 325'235 CHF 109'912 CHF 96.62% 96.62%
14.11.2024 1.42% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 314'882 CHF 106'461 CHF 99.33% 99.33%
13.11.2024 1.42% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 314'124 CHF 106'208 CHF 99.38% 99.38%
12.11.2024 1.40% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 318'966 CHF 107'822 CHF 99.37% 99.37%
11.11.2024 1.33% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 337'090 CHF 113'863 CHF 99.33% 99.33%
08.11.2024 1.25% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 357'659 CHF 120'720 CHF 99.29% 99.29%
07.11.2024 1.05% 0.82 CHF 0.83 CHF 450'000 150'000 340'322 113'441 318'931 CHF 107'445 CHF 98.47% 98.47%

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