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 1.42% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 420'983 CHF 142'328 CHF 99.17% 99.17%
19.11.2024 1.36% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 437'135 CHF 147'712 CHF 98.98% 98.98%
18.11.2024 1.24% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 482'534 CHF 162'845 CHF 98.48% 98.48%
15.11.2024 1.20% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 497'465 CHF 167'822 CHF 99.39% 99.39%
14.11.2024 1.15% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 520'063 CHF 175'354 CHF 98.02% 98.02%
13.11.2024 1.20% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 496'906 CHF 167'635 CHF 99.38% 99.38%
12.11.2024 1.22% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 489'118 CHF 165'039 CHF 99.17% 99.17%
11.11.2024 1.34% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 446'225 CHF 150'742 CHF 98.67% 98.67%
08.11.2024 1.44% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 414'301 CHF 140'100 CHF 93.11% 93.11%
07.11.2024 1.40% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 425'055 CHF 143'685 CHF 97.80% 97.80%

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