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 1.25% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 357'388 CHF 120'629 CHF 98.85% 98.85%
19.11.2024 1.32% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 337'918 CHF 114'139 CHF 95.76% 95.76%
18.11.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 366'562 CHF 123'687 CHF 97.05% 97.05%
15.11.2024 1.24% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 360'089 CHF 121'530 CHF 95.15% 95.15%
14.11.2024 1.31% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 342'132 CHF 115'544 CHF 98.61% 98.61%
13.11.2024 1.34% 0.69 CHF 0.70 CHF 450'000 150'000 451'704 150'568 334'389 CHF 112'969 CHF 98.42% 98.42%
12.11.2024 1.26% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 355'745 CHF 120'082 CHF 98.94% 98.94%
11.11.2024 1.27% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 351'431 CHF 118'644 CHF 98.91% 98.91%
08.11.2024 1.38% 0.70 CHF 0.71 CHF 450'000 150'000 451'279 150'426 325'953 CHF 110'155 CHF 97.31% 97.31%
07.11.2024 1.17% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 381'412 CHF 128'637 CHF 98.16% 98.16%

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