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 1.05% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 283'662 CHF 95'554 CHF 99.10% 99.10%
19.11.2024 1.00% 1.02 CHF 1.03 CHF 225'000 75'000 273'344 91'115 272'184 CHF 91'639 CHF 96.68% 96.68%
18.11.2024 1.27% 1.05 CHF 1.06 CHF 225'000 75'000 294'425 98'142 232'999 CHF 78'648 CHF 97.60% 97.60%
15.11.2024 1.30% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 229'354 CHF 77'451 CHF 96.54% 96.54%
14.11.2024 1.25% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 238'490 CHF 80'497 CHF 99.35% 99.35%
13.11.2024 1.25% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 239'204 CHF 80'735 CHF 99.37% 99.37%
12.11.2024 1.26% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 236'261 CHF 79'754 CHF 99.39% 99.39%
11.11.2024 1.37% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 218'097 CHF 73'699 CHF 99.33% 99.33%
08.11.2024 1.48% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 201'349 CHF 68'116 CHF 99.33% 99.33%
07.11.2024 1.88% 0.64 CHF 0.65 CHF 300'000 100'000 411'282 137'094 215'938 CHF 73'350 CHF 98.45% 98.45%

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