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 1.67% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 267'468 CHF 90'656 CHF 99.25% 99.25%
19.11.2024 1.68% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 265'582 CHF 90'027 CHF 85.69% 85.69%
18.11.2024 1.74% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 256'381 CHF 86'960 CHF 97.53% 97.53%
15.11.2024 1.74% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 256'316 CHF 86'939 CHF 95.55% 95.55%
14.11.2024 1.79% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 249'544 CHF 84'682 CHF 99.25% 99.25%
13.11.2024 1.86% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 239'891 CHF 81'464 CHF 99.24% 99.24%
12.11.2024 1.84% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 241'908 CHF 82'136 CHF 97.69% 97.69%
11.11.2024 1.77% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 252'809 CHF 85'770 CHF 99.25% 99.25%
08.11.2024 1.69% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 264'182 CHF 89'561 CHF 97.52% 97.52%
07.11.2024 1.85% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 241'483 CHF 81'994 CHF 95.92% 95.92%

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