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 1.46% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 306'434 CHF 103'645 CHF 99.34% 99.34%
19.11.2024 1.42% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 313'972 CHF 106'157 CHF 96.69% 96.69%
18.11.2024 1.29% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 346'351 CHF 116'950 CHF 97.60% 97.60%
15.11.2024 1.70% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 265'692 CHF 90'064 CHF 96.52% 96.52%
14.11.2024 1.78% 0.64 CHF 0.65 CHF 450'000 150'000 519'248 173'083 294'082 CHF 99'758 CHF 93.02% 93.02%
13.11.2024 2.58% 0.38 CHF 0.39 CHF 600'000 200'000 600'000 200'000 229'407 CHF 78'469 CHF 98.98% 98.98%
12.11.2024 2.71% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 218'225 CHF 74'742 CHF 99.38% 99.38%
11.11.2024 2.95% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 200'727 CHF 68'909 CHF 99.15% 99.15%
08.11.2024 3.07% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 192'714 CHF 66'238 CHF 98.85% 98.85%
07.11.2024 2.95% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 200'733 CHF 68'911 CHF 97.22% 97.22%

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