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 1.63% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 273'983 CHF 92'828 CHF 88.22% 88.22%
19.11.2024 1.74% 0.57 CHF 0.58 CHF 450'000 150'000 456'413 152'138 260'614 CHF 88'393 CHF 88.28% 88.28%
18.11.2024 1.68% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 265'328 CHF 89'943 CHF 89.47% 89.47%
15.11.2024 1.53% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 291'576 CHF 98'692 CHF 93.31% 93.31%
14.11.2024 1.52% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 294'309 CHF 99'603 CHF 90.25% 90.25%
13.11.2024 1.53% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 292'447 CHF 98'982 CHF 96.16% 96.16%
12.11.2024 1.46% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 305'239 CHF 103'246 CHF 94.50% 94.50%
11.11.2024 1.30% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 343'711 CHF 116'070 CHF 92.99% 92.99%
08.11.2024 1.44% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 310'818 CHF 105'106 CHF 95.75% 95.75%
07.11.2024 1.39% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 322'123 CHF 108'874 CHF 95.14% 95.14%

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