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 1.90% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 235'376 CHF 79'959 CHF 98.94% 98.94%
19.11.2024 1.92% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 232'570 CHF 79'023 CHF 95.77% 95.77%
18.11.2024 1.49% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 299'996 CHF 101'499 CHF 97.00% 97.00%
15.11.2024 1.38% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 324'056 CHF 109'519 CHF 94.95% 94.95%
14.11.2024 1.25% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 357'371 CHF 120'624 CHF 98.40% 98.40%
13.11.2024 1.82% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 245'218 CHF 83'239 CHF 98.30% 98.30%
12.11.2024 1.62% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 275'620 CHF 93'373 CHF 98.39% 98.39%
11.11.2024 1.41% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 317'469 CHF 107'323 CHF 98.73% 98.73%
08.11.2024 1.49% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 300'811 CHF 101'770 CHF 97.69% 97.69%
07.11.2024 1.41% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 317'042 CHF 107'181 CHF 98.16% 98.16%

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