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 1.39% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 322'667 CHF 109'056 CHF 99.13% 99.13%
19.11.2024 1.32% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 337'661 CHF 114'054 CHF 96.35% 96.35%
18.11.2024 1.37% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 326'982 CHF 110'494 CHF 97.70% 97.70%
15.11.2024 1.54% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 290'935 CHF 98'478 CHF 95.83% 95.83%
14.11.2024 1.50% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 297'329 CHF 100'610 CHF 99.03% 99.03%
13.11.2024 1.58% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 282'884 CHF 95'795 CHF 98.94% 98.94%
12.11.2024 1.56% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 285'912 CHF 96'804 CHF 99.34% 99.34%
11.11.2024 1.52% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 293'777 CHF 99'426 CHF 98.30% 98.30%
08.11.2024 1.60% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 278'484 CHF 94'328 CHF 98.16% 98.16%
07.11.2024 1.54% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 290'280 CHF 98'260 CHF 98.62% 98.62%

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