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 1.28% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 465'060 CHF 157'020 CHF 99.33% 99.33%
19.11.2024 1.24% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 479'615 CHF 161'872 CHF 98.91% 98.91%
18.11.2024 1.14% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 524'581 CHF 176'860 CHF 98.63% 98.63%
15.11.2024 1.11% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 535'676 CHF 180'558 CHF 99.35% 99.35%
14.11.2024 1.06% 0.99 CHF 1.00 CHF 600'000 200'000 600'000 200'000 560'828 CHF 188'943 CHF 98.36% 98.36%
13.11.2024 1.11% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 538'068 CHF 181'356 CHF 99.35% 99.35%
12.11.2024 1.12% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 532'487 CHF 179'496 CHF 99.37% 99.37%
11.11.2024 1.22% 0.85 CHF 0.86 CHF 600'000 200'000 600'000 200'000 490'714 CHF 165'571 CHF 98.63% 98.63%
08.11.2024 1.30% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 459'042 CHF 155'014 CHF 99.35% 99.35%
07.11.2024 1.27% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 469'466 CHF 158'489 CHF 97.76% 97.76%

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