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 1.20% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 247'772 CHF 83'591 CHF 99.16% 99.16%
19.11.2024 1.31% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 227'085 CHF 76'695 CHF 99.17% 99.17%
18.11.2024 1.23% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 242'992 CHF 81'997 CHF 99.22% 99.22%
15.11.2024 1.18% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 253'266 CHF 85'422 CHF 99.16% 99.16%
14.11.2024 1.21% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 247'310 CHF 83'437 CHF 99.15% 99.15%
13.11.2024 1.38% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 216'560 CHF 73'187 CHF 99.16% 99.16%
12.11.2024 1.30% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 229'725 CHF 77'575 CHF 99.15% 99.15%
11.11.2024 1.28% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 232'615 CHF 78'538 CHF 99.16% 99.16%
08.11.2024 1.37% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 218'148 CHF 73'716 CHF 99.16% 99.16%
07.11.2024 1.32% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 226'697 CHF 76'566 CHF 98.18% 98.18%

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