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
24.10.2024 1.55% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 384'744 CHF 130'248 CHF 99.14% 99.14%
23.10.2024 1.66% 0.60 CHF 0.61 CHF 750'000 250'000 722'317 240'772 431'936 CHF 146'386 CHF 99.17% 99.17%
22.10.2024 1.67% 0.61 CHF 0.62 CHF 750'000 250'000 747'560 249'187 443'180 CHF 150'218 CHF 97.74% 97.74%
21.10.2024 1.49% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 399'430 CHF 135'143 CHF 99.17% 99.17%
18.10.2024 1.50% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 396'596 CHF 134'199 CHF 99.16% 99.16%
17.10.2024 1.45% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 411'354 CHF 139'118 CHF 99.16% 99.16%
16.10.2024 1.50% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 396'883 CHF 134'294 CHF 99.16% 99.16%
15.10.2024 1.54% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 385'503 CHF 130'501 CHF 99.16% 99.16%
14.10.2024 1.65% 0.61 CHF 0.62 CHF 600'000 200'000 606'435 202'145 364'647 CHF 123'570 CHF 99.17% 99.17%
11.10.2024 1.79% 0.56 CHF 0.57 CHF 750'000 250'000 750'000 250'000 415'538 CHF 141'013 CHF 99.17% 99.17%

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