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 1.30% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 344'067 CHF 116'189 CHF 88.19% 88.19%
19.11.2024 1.38% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 325'062 CHF 109'854 CHF 88.26% 88.26%
18.11.2024 1.34% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 334'730 CHF 113'077 CHF 89.46% 89.46%
15.11.2024 1.23% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 363'100 CHF 122'533 CHF 93.36% 93.36%
14.11.2024 1.22% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 365'679 CHF 123'393 CHF 90.82% 90.82%
13.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 363'391 CHF 122'630 CHF 96.36% 96.36%
12.11.2024 1.19% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 377'186 CHF 127'229 CHF 94.53% 94.53%
11.11.2024 1.07% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 418'046 CHF 140'849 CHF 92.97% 92.97%
08.11.2024 1.17% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 383'253 CHF 129'251 CHF 95.76% 95.76%
07.11.2024 1.14% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 393'260 CHF 132'587 CHF 95.18% 95.18%

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