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 1.50% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 298'467 CHF 100'989 CHF 99.41% 99.41%
19.11.2024 1.45% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 307'765 CHF 104'088 CHF 98.40% 98.40%
18.11.2024 1.44% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 309'416 CHF 104'639 CHF 99.20% 99.20%
15.11.2024 1.40% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 318'273 CHF 107'591 CHF 99.39% 99.39%
14.11.2024 1.36% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 328'406 CHF 110'969 CHF 98.10% 98.10%
13.11.2024 1.47% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 303'530 CHF 102'677 CHF 99.35% 99.35%
12.11.2024 1.47% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 303'108 CHF 102'536 CHF 93.20% 93.20%
11.11.2024 1.44% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 310'374 CHF 104'958 CHF 99.37% 99.37%
08.11.2024 1.46% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 306'278 CHF 103'593 CHF 93.12% 93.12%
07.11.2024 1.43% 0.66 CHF 0.67 CHF 600'000 200'000 546'941 182'314 380'383 CHF 128'617 CHF 98.61% 98.61%

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