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 1.77% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 252'749 CHF 85'750 CHF 99.27% 99.27%
19.11.2024 1.98% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 224'831 CHF 76'444 CHF 88.72% 88.72%
18.11.2024 2.02% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 220'191 CHF 74'897 CHF 97.51% 97.51%
15.11.2024 1.96% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 227'982 CHF 77'494 CHF 96.56% 96.56%
14.11.2024 1.68% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 266'377 CHF 90'292 CHF 99.30% 99.30%
13.11.2024 1.56% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 286'498 CHF 96'999 CHF 99.23% 99.23%
12.11.2024 1.59% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 280'679 CHF 95'060 CHF 99.27% 99.27%
11.11.2024 1.66% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 268'499 CHF 91'000 CHF 99.20% 99.20%
08.11.2024 1.61% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 277'384 CHF 93'961 CHF 99.23% 99.23%
07.11.2024 1.71% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 261'668 CHF 88'723 CHF 98.65% 98.65%

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