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 1.97% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 226'303 CHF 76'935 CHF 98.88% 98.88%
19.11.2024 2.17% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 205'890 CHF 70'130 CHF 95.76% 95.76%
18.11.2024 1.90% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 234'979 CHF 79'826 CHF 97.02% 97.02%
15.11.2024 1.97% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 226'430 CHF 76'977 CHF 94.43% 94.43%
14.11.2024 2.14% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 208'661 CHF 71'054 CHF 98.62% 98.62%
13.11.2024 2.24% 0.40 CHF 0.41 CHF 450'000 150'000 450'897 150'299 199'903 CHF 68'137 CHF 98.27% 98.27%
12.11.2024 1.99% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 223'811 CHF 76'104 CHF 98.93% 98.93%
11.11.2024 2.03% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 220'062 CHF 74'854 CHF 98.92% 98.92%
08.11.2024 2.33% 0.40 CHF 0.41 CHF 450'000 150'000 466'209 155'403 198'032 CHF 67'565 CHF 97.33% 97.33%
07.11.2024 1.80% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 248'439 CHF 84'313 CHF 98.18% 98.18%

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