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 1.09% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 410'879 CHF 138'460 CHF 99.67% 99.67%
19.11.2024 1.05% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 424'848 CHF 143'116 CHF 96.23% 96.23%
18.11.2024 1.08% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 415'159 CHF 139'886 CHF 97.40% 97.40%
15.11.2024 1.18% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 379'083 CHF 127'861 CHF 96.25% 96.25%
14.11.2024 1.16% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 384'792 CHF 129'764 CHF 99.51% 99.51%
13.11.2024 1.21% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 369'794 CHF 124'765 CHF 98.94% 98.94%
12.11.2024 1.20% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 373'202 CHF 125'901 CHF 99.36% 99.36%
11.11.2024 1.18% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 380'157 CHF 128'219 CHF 98.30% 98.30%
08.11.2024 1.23% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 364'334 CHF 122'945 CHF 98.17% 98.17%
07.11.2024 1.19% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 374'701 CHF 126'400 CHF 98.61% 98.61%

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