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 1.25% 0.80 CHF 0.81 CHF 500'000 100'000 500'000 100'000 397'131 CHF 80'426 CHF 99.27% 99.27%
19.11.2024 1.28% 0.78 CHF 0.79 CHF 500'000 100'000 500'000 100'000 389'622 CHF 78'924 CHF 99.27% 99.27%
18.11.2024 1.36% 0.74 CHF 0.75 CHF 500'000 100'000 500'000 100'000 364'739 CHF 73'948 CHF 99.27% 99.27%
15.11.2024 1.33% 0.73 CHF 0.74 CHF 500'000 100'000 500'000 100'000 372'298 CHF 75'460 CHF 99.27% 99.27%
14.11.2024 1.27% 0.76 CHF 0.77 CHF 500'000 100'000 500'000 100'000 391'916 CHF 79'383 CHF 99.27% 99.27%
13.11.2024 1.21% 0.81 CHF 0.82 CHF 500'000 100'000 500'000 100'000 409'330 CHF 82'866 CHF 99.27% 99.27%
12.11.2024 1.21% 0.83 CHF 0.84 CHF 500'000 100'000 500'000 100'000 410'329 CHF 83'066 CHF 99.25% 99.25%
11.11.2024 1.29% 0.77 CHF 0.78 CHF 500'000 100'000 500'000 100'000 386'100 CHF 78'220 CHF 99.27% 99.27%
08.11.2024 1.31% 0.79 CHF 0.80 CHF 500'000 100'000 500'000 100'000 380'454 CHF 77'091 CHF 99.25% 99.25%
07.11.2024 1.48% 0.67 CHF 0.68 CHF 500'000 100'000 500'000 100'000 335'000 CHF 68'000 CHF 1.12% 1.12%

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