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 1.58% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 283'328 CHF 95'943 CHF 99.48% 99.48%
19.11.2024 1.66% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 269'351 CHF 91'284 CHF 96.68% 96.68%
18.11.2024 1.60% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 279'034 CHF 94'511 CHF 95.80% 95.80%
15.11.2024 1.70% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 263'159 CHF 89'220 CHF 96.46% 96.46%
14.11.2024 1.80% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 248'018 CHF 84'173 CHF 99.30% 99.30%
13.11.2024 1.90% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 234'976 CHF 79'825 CHF 98.80% 98.80%
12.11.2024 1.77% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 252'946 CHF 85'815 CHF 99.38% 99.38%
11.11.2024 1.55% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 288'409 CHF 97'636 CHF 99.27% 99.27%
08.11.2024 1.61% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 276'948 CHF 93'816 CHF 99.35% 99.35%
07.11.2024 1.54% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 290'703 CHF 98'401 CHF 98.75% 98.75%

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