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 1.18% 0.82 CHF 0.83 CHF 750'000 250'000 750'000 250'000 630'559 CHF 212'686 CHF 99.37% 99.37%
19.11.2024 1.23% 0.80 CHF 0.81 CHF 750'000 250'000 750'000 250'000 608'088 CHF 205'196 CHF 99.37% 99.37%
18.11.2024 1.24% 0.82 CHF 0.83 CHF 750'000 250'000 750'000 250'000 603'155 CHF 203'552 CHF 99.25% 99.25%
15.11.2024 1.32% 0.77 CHF 0.78 CHF 750'000 250'000 750'000 250'000 566'304 CHF 191'268 CHF 99.38% 99.38%
14.11.2024 1.40% 0.74 CHF 0.75 CHF 750'000 250'000 750'000 250'000 532'071 CHF 179'857 CHF 99.36% 99.36%
13.11.2024 1.41% 0.70 CHF 0.71 CHF 750'000 250'000 750'000 250'000 529'367 CHF 178'956 CHF 99.37% 99.37%
12.11.2024 1.34% 0.72 CHF 0.73 CHF 750'000 250'000 750'000 250'000 554'814 CHF 187'438 CHF 99.37% 99.37%
11.11.2024 1.27% 0.78 CHF 0.79 CHF 750'000 250'000 750'000 250'000 587'216 CHF 198'239 CHF 99.37% 99.37%
08.11.2024 1.35% 0.75 CHF 0.76 CHF 750'000 250'000 750'000 250'000 551'033 CHF 186'178 CHF 99.37% 99.37%
07.11.2024 1.30% 0.75 CHF 0.76 CHF 750'000 250'000 750'000 250'000 575'411 CHF 194'304 CHF 98.36% 98.36%

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