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
22.11.2024 1.27% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 234'817 CHF 79'272 CHF 99.19% 99.19%
20.11.2024 1.43% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 311'725 CHF 105'408 CHF 99.17% 99.17%
19.11.2024 1.45% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 307'385 CHF 103'962 CHF 99.16% 99.16%
18.11.2024 1.51% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 295'805 CHF 100'102 CHF 99.36% 99.36%
15.11.2024 1.63% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 273'444 CHF 92'648 CHF 99.39% 99.39%
14.11.2024 1.66% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 268'916 CHF 91'139 CHF 97.42% 97.42%
13.11.2024 1.73% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 257'408 CHF 87'303 CHF 98.99% 98.99%
12.11.2024 1.71% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 261'294 CHF 88'598 CHF 92.63% 92.63%
11.11.2024 1.62% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 274'785 CHF 93'095 CHF 98.54% 98.54%
08.11.2024 1.90% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 235'207 CHF 79'902 CHF 93.13% 93.13%

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