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 1.26% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 354'305 CHF 119'602 CHF 99.56% 99.56%
19.11.2024 1.32% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 339'373 CHF 114'624 CHF 96.27% 96.27%
18.11.2024 1.28% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 350'275 CHF 118'258 CHF 96.19% 96.19%
15.11.2024 1.34% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 333'922 CHF 112'807 CHF 96.49% 96.49%
14.11.2024 1.41% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 317'968 CHF 107'489 CHF 99.30% 99.30%
13.11.2024 1.47% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 304'886 CHF 103'129 CHF 98.82% 98.82%
12.11.2024 1.38% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 324'217 CHF 109'572 CHF 99.38% 99.38%
11.11.2024 1.24% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 360'999 CHF 121'833 CHF 99.27% 99.27%
08.11.2024 1.28% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 349'028 CHF 117'843 CHF 99.36% 99.36%
07.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 363'069 CHF 122'523 CHF 98.70% 98.70%

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