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 1.54% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 386'838 CHF 130'946 CHF 97.75% 97.75%
19.11.2024 1.48% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 402'362 CHF 136'121 CHF 93.69% 93.69%
18.11.2024 1.41% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 422'817 CHF 142'939 CHF 96.43% 96.43%
15.11.2024 1.42% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 419'712 CHF 141'904 CHF 96.45% 96.45%
14.11.2024 1.43% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 415'324 CHF 140'441 CHF 97.05% 97.05%
13.11.2024 1.41% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 423'877 CHF 143'292 CHF 97.76% 97.76%
12.11.2024 1.34% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 445'793 CHF 150'598 CHF 98.85% 98.85%
11.11.2024 1.30% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 457'729 CHF 154'576 CHF 98.64% 98.64%
08.11.2024 1.24% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 482'835 CHF 162'945 CHF 98.29% 98.29%
07.11.2024 1.20% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 496'139 CHF 167'380 CHF 98.24% 98.24%

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