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 1.30% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 343'215 CHF 115'905 CHF 99.49% 99.49%
19.11.2024 1.36% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 327'804 CHF 110'768 CHF 96.73% 96.73%
18.11.2024 1.32% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 338'764 CHF 114'421 CHF 96.72% 96.72%
15.11.2024 1.39% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 322'170 CHF 108'890 CHF 96.51% 96.51%
14.11.2024 1.46% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 305'592 CHF 103'364 CHF 99.26% 99.26%
13.11.2024 1.53% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 291'394 CHF 98'631 CHF 98.78% 98.78%
12.11.2024 1.44% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 310'997 CHF 105'166 CHF 99.38% 99.38%
11.11.2024 1.28% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 348'779 CHF 117'760 CHF 99.26% 99.26%
08.11.2024 1.33% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 336'419 CHF 113'640 CHF 99.36% 99.36%
07.11.2024 1.28% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 350'798 CHF 118'433 CHF 98.70% 98.70%

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