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 1.69% 0.58 CHF 0.59 CHF 600'000 200'000 600'000 200'000 353'128 CHF 119'709 CHF 98.73% 98.73%
19.11.2024 1.74% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 342'338 CHF 116'113 CHF 98.88% 98.88%
18.11.2024 1.76% 0.58 CHF 0.59 CHF 600'000 200'000 600'000 200'000 338'297 CHF 114'766 CHF 99.04% 99.04%
15.11.2024 1.66% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 359'528 CHF 121'843 CHF 99.24% 99.24%
14.11.2024 1.47% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 404'287 CHF 136'762 CHF 97.67% 97.67%
13.11.2024 1.37% 0.66 CHF 0.67 CHF 600'000 200'000 474'507 158'169 342'920 CHF 115'888 CHF 99.27% 99.27%
12.11.2024 1.25% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 359'496 CHF 121'332 CHF 96.56% 96.56%
11.11.2024 1.08% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 413'889 CHF 139'463 CHF 99.13% 99.13%
08.11.2024 1.02% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 437'542 CHF 147'347 CHF 98.13% 98.13%
07.11.2024 1.00% 0.99 CHF 1.00 CHF 600'000 200'000 600'000 200'000 594'360 CHF 200'120 CHF 98.51% 98.51%

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