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 1.67% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 356'593 CHF 120'864 CHF 98.85% 98.85%
19.11.2024 1.79% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 333'631 CHF 113'210 CHF 95.76% 95.76%
18.11.2024 1.62% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 367'541 CHF 124'514 CHF 97.07% 97.07%
15.11.2024 1.65% 0.60 CHF 0.61 CHF 600'000 200'000 600'000 200'000 360'068 CHF 122'023 CHF 94.84% 94.84%
14.11.2024 1.76% 0.59 CHF 0.60 CHF 600'000 200'000 600'000 200'000 338'714 CHF 114'905 CHF 98.74% 98.74%
13.11.2024 1.82% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 327'865 CHF 111'288 CHF 98.42% 98.42%
12.11.2024 1.68% 0.55 CHF 0.56 CHF 600'000 200'000 600'000 200'000 354'990 CHF 120'330 CHF 98.91% 98.91%
11.11.2024 1.70% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 349'882 CHF 118'627 CHF 98.93% 98.93%
08.11.2024 1.87% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 318'432 CHF 108'144 CHF 97.32% 97.32%
07.11.2024 1.54% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 387'592 CHF 131'197 CHF 98.20% 98.20%

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