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 1.10% 0.86 CHF 0.87 CHF 750'000 50'000 750'000 50'000 679'127 CHF 45'775 CHF 99.17% 99.17%
19.11.2024 1.16% 0.86 CHF 0.87 CHF 750'000 50'000 750'000 50'000 641'784 CHF 43'286 CHF 99.16% 99.16%
18.11.2024 1.16% 0.87 CHF 0.88 CHF 750'000 50'000 750'000 50'000 640'692 CHF 43'213 CHF 99.23% 99.23%
15.11.2024 1.09% 0.90 CHF 0.91 CHF 750'000 50'000 750'000 50'000 683'643 CHF 46'076 CHF 99.16% 99.16%
14.11.2024 1.06% 0.96 CHF 0.97 CHF 750'000 50'000 750'000 50'000 706'184 CHF 47'579 CHF 99.16% 99.16%
13.11.2024 1.15% 0.90 CHF 0.91 CHF 750'000 50'000 750'000 50'000 648'578 CHF 43'739 CHF 99.16% 99.16%
12.11.2024 1.08% 0.89 CHF 0.90 CHF 750'000 50'000 750'000 50'000 692'081 CHF 46'639 CHF 99.16% 99.16%
11.11.2024 0.98% 0.96 CHF 0.97 CHF 750'000 50'000 750'000 50'000 762'171 CHF 51'311 CHF 99.16% 99.16%
08.11.2024 1.04% 0.96 CHF 0.97 CHF 750'000 50'000 750'000 50'000 714'438 CHF 48'129 CHF 99.16% 99.16%
07.11.2024 1.07% 0.93 CHF 0.94 CHF 750'000 50'000 750'000 50'000 700'555 CHF 47'204 CHF 98.26% 98.26%

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