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 1.33% 0.74 CHF 0.75 CHF 750'000 250'000 750'000 250'000 559'133 CHF 188'878 CHF 99.36% 99.36%
19.11.2024 1.29% 0.77 CHF 0.78 CHF 750'000 250'000 750'000 250'000 577'656 CHF 195'052 CHF 96.58% 96.58%
18.11.2024 1.26% 0.78 CHF 0.79 CHF 750'000 250'000 750'000 250'000 591'236 CHF 199'579 CHF 97.58% 97.58%
15.11.2024 1.28% 0.80 CHF 0.81 CHF 750'000 250'000 750'000 250'000 584'384 CHF 197'295 CHF 91.83% 91.83%
14.11.2024 1.23% 0.81 CHF 0.82 CHF 750'000 250'000 750'000 250'000 606'392 CHF 204'631 CHF 99.24% 99.24%
13.11.2024 1.29% 0.79 CHF 0.80 CHF 750'000 250'000 750'000 250'000 576'440 CHF 194'647 CHF 99.08% 99.08%
12.11.2024 1.31% 0.78 CHF 0.79 CHF 750'000 250'000 750'000 250'000 566'691 CHF 191'397 CHF 99.34% 99.34%
11.11.2024 1.45% 0.72 CHF 0.73 CHF 750'000 250'000 750'000 250'000 513'941 CHF 173'814 CHF 99.32% 99.32%
08.11.2024 1.53% 0.68 CHF 0.69 CHF 750'000 250'000 750'000 250'000 487'901 CHF 165'134 CHF 99.32% 99.32%
07.11.2024 1.63% 0.60 CHF 0.61 CHF 900'000 300'000 895'857 298'619 546'273 CHF 185'077 CHF 98.53% 98.53%

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