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 1.49% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 300'141 CHF 101'547 CHF 93.51% 93.51%
19.11.2024 1.50% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 297'285 CHF 100'595 CHF 96.06% 96.06%
18.11.2024 1.40% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 320'206 CHF 108'235 CHF 97.76% 97.76%
15.11.2024 1.41% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 317'059 CHF 107'186 CHF 93.39% 93.39%
14.11.2024 1.46% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 306'079 CHF 103'526 CHF 95.48% 95.48%
13.11.2024 1.54% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 289'668 CHF 98'056 CHF 97.71% 97.71%
12.11.2024 1.56% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 285'918 CHF 96'806 CHF 96.57% 96.57%
11.11.2024 1.45% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 307'450 CHF 103'983 CHF 93.57% 93.57%
08.11.2024 1.55% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 288'393 CHF 97'631 CHF 95.71% 95.71%
07.11.2024 1.53% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 292'766 CHF 99'089 CHF 96.18% 96.18%

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