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 1.51% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 296'567 CHF 100'356 CHF 99.44% 99.44%
19.11.2024 1.58% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 282'773 CHF 95'758 CHF 96.75% 96.75%
18.11.2024 1.53% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 292'797 CHF 99'099 CHF 96.06% 96.06%
15.11.2024 1.61% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 277'369 CHF 93'956 CHF 96.54% 96.54%
14.11.2024 1.70% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 262'912 CHF 89'137 CHF 99.31% 99.31%
13.11.2024 1.78% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 250'651 CHF 85'050 CHF 98.94% 98.94%
12.11.2024 1.66% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 268'672 CHF 91'057 CHF 99.37% 99.37%
11.11.2024 1.47% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 303'136 CHF 102'545 CHF 99.27% 99.27%
08.11.2024 1.53% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 292'258 CHF 98'920 CHF 99.35% 99.35%
07.11.2024 1.46% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 305'506 CHF 103'335 CHF 98.62% 98.62%

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