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 1.32% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 340'032 CHF 114'844 CHF 99.27% 99.27%
19.11.2024 1.46% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 306'827 CHF 103'776 CHF 88.73% 88.73%
18.11.2024 1.49% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 300'345 CHF 101'615 CHF 97.57% 97.57%
15.11.2024 1.44% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 309'627 CHF 104'709 CHF 96.38% 96.38%
14.11.2024 1.26% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 355'606 CHF 120'035 CHF 99.26% 99.26%
13.11.2024 1.18% 0.81 CHF 0.82 CHF 450'000 150'000 330'652 110'217 277'717 CHF 93'675 CHF 99.23% 99.23%
12.11.2024 1.20% 0.82 CHF 0.83 CHF 450'000 150'000 385'960 128'653 318'225 CHF 107'361 CHF 99.26% 99.26%
11.11.2024 1.25% 0.82 CHF 0.83 CHF 450'000 150'000 443'673 147'891 352'918 CHF 119'118 CHF 98.00% 98.00%
08.11.2024 1.22% 0.79 CHF 0.80 CHF 450'000 150'000 395'250 131'750 321'904 CHF 108'619 CHF 99.19% 99.19%
07.11.2024 1.28% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 348'342 CHF 117'614 CHF 98.50% 98.50%

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