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 1.21% 0.78 CHF 0.79 CHF 450'000 100'000 450'000 100'000 369'443 CHF 83'098 CHF 99.17% 99.17%
19.11.2024 1.28% 0.79 CHF 0.80 CHF 450'000 100'000 450'000 100'000 350'441 CHF 78'876 CHF 99.16% 99.16%
18.11.2024 1.28% 0.79 CHF 0.80 CHF 450'000 100'000 450'000 100'000 350'217 CHF 78'826 CHF 99.22% 99.22%
15.11.2024 1.20% 0.82 CHF 0.83 CHF 450'000 100'000 450'000 100'000 373'170 CHF 83'927 CHF 99.17% 99.17%
14.11.2024 1.16% 0.87 CHF 0.88 CHF 450'000 100'000 450'000 100'000 386'135 CHF 86'808 CHF 99.16% 99.16%
13.11.2024 1.26% 0.81 CHF 0.82 CHF 450'000 100'000 450'000 100'000 354'655 CHF 79'812 CHF 99.16% 99.16%
12.11.2024 1.19% 0.81 CHF 0.82 CHF 450'000 100'000 450'000 100'000 376'656 CHF 84'701 CHF 99.16% 99.16%
11.11.2024 1.08% 0.88 CHF 0.89 CHF 450'000 100'000 450'000 100'000 415'748 CHF 93'389 CHF 99.16% 99.16%
08.11.2024 1.14% 0.88 CHF 0.89 CHF 450'000 100'000 450'000 100'000 390'869 CHF 87'860 CHF 99.16% 99.16%
07.11.2024 1.17% 0.85 CHF 0.86 CHF 450'000 100'000 450'000 100'000 383'707 CHF 86'268 CHF 98.27% 98.27%

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