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 1.19% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 250'394 CHF 84'465 CHF 99.25% 99.25%
19.11.2024 1.33% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 224'529 CHF 75'843 CHF 88.74% 88.74%
18.11.2024 1.37% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 217'765 CHF 73'588 CHF 97.50% 97.50%
15.11.2024 1.32% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 225'357 CHF 76'119 CHF 96.39% 96.39%
14.11.2024 1.14% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 262'713 CHF 88'571 CHF 99.31% 99.31%
13.11.2024 1.06% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 280'799 CHF 94'600 CHF 99.26% 99.26%
12.11.2024 1.09% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 274'804 CHF 92'602 CHF 99.30% 99.30%
11.11.2024 1.13% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 264'588 CHF 89'196 CHF 99.20% 99.20%
08.11.2024 1.10% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 272'020 CHF 91'673 CHF 99.20% 99.20%
07.11.2024 1.16% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 256'104 CHF 86'368 CHF 98.51% 98.51%

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