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 1.58% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 282'448 CHF 95'649 CHF 98.71% 98.71%
19.11.2024 1.64% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 271'407 CHF 91'969 CHF 88.51% 88.51%
18.11.2024 1.77% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 251'896 CHF 85'465 CHF 97.21% 97.21%
15.11.2024 1.91% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 235'255 CHF 79'918 CHF 91.31% 91.31%
14.11.2024 2.13% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 208'936 CHF 71'145 CHF 98.96% 98.96%
13.11.2024 2.09% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 212'774 CHF 72'425 CHF 98.70% 98.70%
12.11.2024 2.34% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 190'058 CHF 64'853 CHF 99.31% 99.31%
11.11.2024 2.69% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 165'320 CHF 56'607 CHF 99.34% 99.34%
08.11.2024 2.62% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 169'781 CHF 58'094 CHF 98.12% 98.12%
07.11.2024 3.05% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 145'314 CHF 49'938 CHF 98.61% 98.61%

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