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 1.77% 0.59 CHF 0.60 CHF 510'000 510'000 510'000 510'000 285'633 CHF 290'733 CHF 99.42% 99.42%
19.11.2024 1.83% 0.53 CHF 0.54 CHF 510'000 510'000 510'000 510'000 276'085 CHF 281'185 CHF 100.00% 100.00%
18.11.2024 1.78% 0.54 CHF 0.55 CHF 510'000 510'000 510'000 510'000 283'684 CHF 288'784 CHF 99.26% 99.26%
15.11.2024 1.80% 0.57 CHF 0.58 CHF 510'000 510'000 510'000 510'000 281'254 CHF 286'354 CHF 98.67% 98.67%
14.11.2024 1.73% 0.55 CHF 0.56 CHF 510'000 510'000 510'000 510'000 292'857 CHF 297'957 CHF 100.00% 100.00%
13.11.2024 1.98% 0.54 CHF 0.55 CHF 520'000 520'000 520'000 520'000 259'996 CHF 265'196 CHF 99.08% 99.08%
12.11.2024 2.00% 0.50 CHF 0.51 CHF 520'000 520'000 520'000 520'000 257'406 CHF 262'606 CHF 99.81% 99.81%
11.11.2024 2.17% 0.47 CHF 0.48 CHF 520'000 520'000 520'000 520'000 237'205 CHF 242'405 CHF 100.00% 100.00%
08.11.2024 2.74% 0.39 CHF 0.40 CHF 540'000 540'000 540'000 540'000 194'776 CHF 200'176 CHF 100.00% 100.00%
07.11.2024 2.77% 0.34 CHF 0.35 CHF 530'000 530'000 530'000 530'000 189'094 CHF 194'394 CHF 99.96% 99.96%

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