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 1.35% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 221'451 CHF 74'817 CHF 97.43% 97.43%
19.11.2024 1.37% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 217'763 CHF 73'588 CHF 87.55% 87.55%
18.11.2024 1.27% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 235'109 CHF 79'370 CHF 96.23% 96.23%
15.11.2024 1.25% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 238'502 CHF 80'501 CHF 96.64% 96.64%
14.11.2024 1.20% 0.84 CHF 0.85 CHF 300'000 100'000 299'999 100'000 248'607 CHF 83'869 CHF 90.95% 90.95%
13.11.2024 1.22% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 244'546 CHF 82'515 CHF 83.95% 83.95%
12.11.2024 1.07% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 278'323 CHF 93'775 CHF 99.35% 99.35%
11.11.2024 1.04% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 285'942 CHF 96'314 CHF 96.65% 96.65%
08.11.2024 0.97% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 309'856 CHF 104'285 CHF 99.35% 99.35%
07.11.2024 0.82% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 365'978 CHF 122'993 CHF 69.13% 69.13%

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