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 1.31% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 340'541 CHF 115'014 CHF 99.33% 99.33%
19.11.2024 1.27% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 351'870 CHF 118'790 CHF 99.07% 99.07%
18.11.2024 1.27% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 351'090 CHF 118'530 CHF 99.52% 99.52%
15.11.2024 1.24% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 361'030 CHF 121'843 CHF 99.37% 99.37%
14.11.2024 1.20% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 371'233 CHF 125'244 CHF 97.70% 97.70%
13.11.2024 1.29% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 345'501 CHF 116'667 CHF 99.35% 99.35%
12.11.2024 1.29% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 347'156 CHF 117'219 CHF 99.31% 99.31%
11.11.2024 1.26% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 354'991 CHF 119'830 CHF 99.41% 99.41%
08.11.2024 1.27% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 350'907 CHF 118'469 CHF 99.37% 99.37%
07.11.2024 1.25% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 357'555 CHF 120'685 CHF 98.58% 98.58%

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