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 1.81% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 246'198 CHF 83'566 CHF 98.84% 98.84%
19.11.2024 1.67% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 267'049 CHF 90'516 CHF 90.62% 90.62%
18.11.2024 1.58% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 281'776 CHF 95'425 CHF 95.27% 95.27%
15.11.2024 1.57% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 284'570 CHF 96'357 CHF 97.79% 97.79%
14.11.2024 1.59% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 280'641 CHF 95'047 CHF 98.73% 98.73%
13.11.2024 1.50% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 298'195 CHF 100'898 CHF 96.52% 96.52%
12.11.2024 2.03% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 220'084 CHF 74'861 CHF 95.49% 95.49%
11.11.2024 1.91% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 233'368 CHF 79'289 CHF 98.35% 98.35%
08.11.2024 2.11% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 211'494 CHF 71'998 CHF 92.98% 92.98%
07.11.2024 2.12% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 210'323 CHF 71'608 CHF 97.74% 97.74%

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