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 1.85% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 160'763 CHF 54'588 CHF 99.35% 99.35%
19.11.2024 1.97% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 150'730 CHF 51'243 CHF 99.13% 99.13%
18.11.2024 1.94% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 152'960 CHF 51'987 CHF 99.13% 99.13%
15.11.2024 1.77% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 167'999 CHF 57'000 CHF 99.37% 99.37%
14.11.2024 1.88% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 158'324 CHF 53'775 CHF 97.92% 97.92%
13.11.2024 1.85% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 160'703 CHF 54'568 CHF 99.35% 99.35%
12.11.2024 2.12% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 140'496 CHF 47'832 CHF 99.04% 99.04%
11.11.2024 2.24% 0.46 CHF 0.47 CHF 300'000 100'000 308'871 102'957 136'099 CHF 46'396 CHF 98.27% 98.27%
08.11.2024 2.41% 0.42 CHF 0.43 CHF 300'000 100'000 419'841 139'947 171'921 CHF 58'707 CHF 93.13% 93.13%
07.11.2024 2.65% 0.40 CHF 0.41 CHF 300'000 100'000 418'606 139'535 155'060 CHF 53'082 CHF 98.61% 98.61%

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