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 1.55% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 287'261 CHF 97'254 CHF 88.93% 88.93%
19.11.2024 1.61% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 277'033 CHF 93'844 CHF 95.00% 95.00%
18.11.2024 1.53% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 292'056 CHF 98'852 CHF 94.51% 94.51%
15.11.2024 1.54% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 290'795 CHF 98'432 CHF 93.41% 93.41%
14.11.2024 1.60% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 279'911 CHF 94'804 CHF 97.45% 97.45%
13.11.2024 1.55% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 288'516 CHF 97'672 CHF 98.68% 98.68%
12.11.2024 1.55% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 288'047 CHF 97'516 CHF 95.23% 95.23%
11.11.2024 1.40% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 318'548 CHF 107'683 CHF 95.55% 95.55%
08.11.2024 1.46% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 305'423 CHF 103'308 CHF 96.52% 96.52%
07.11.2024 1.39% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 322'245 CHF 108'915 CHF 97.55% 97.55%

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