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 1.15% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 260'129 CHF 87'710 CHF 98.65% 98.65%
19.11.2024 1.21% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 246'497 CHF 83'166 CHF 96.64% 96.64%
18.11.2024 1.21% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 246'731 CHF 83'244 CHF 96.89% 96.89%
15.11.2024 1.21% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 245'744 CHF 82'915 CHF 95.45% 95.45%
14.11.2024 1.28% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 234'011 CHF 79'004 CHF 98.48% 98.48%
13.11.2024 1.28% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 233'426 CHF 78'809 CHF 98.17% 98.17%
12.11.2024 1.20% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 249'365 CHF 84'122 CHF 98.94% 98.94%
11.11.2024 1.09% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 274'162 CHF 92'387 CHF 97.88% 97.88%
08.11.2024 1.22% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 244'749 CHF 82'583 CHF 98.84% 98.84%
07.11.2024 1.22% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 246'285 CHF 83'095 CHF 98.28% 98.28%

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