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 250'000 100'000 250'000 100'000 216'959 CHF 87'784 CHF 99.17% 99.17%
19.11.2024 1.20% 0.84 CHF 0.85 CHF 250'000 100'000 250'000 100'000 207'020 CHF 83'808 CHF 99.17% 99.17%
18.11.2024 1.16% 0.87 CHF 0.88 CHF 250'000 100'000 250'000 100'000 214'935 CHF 86'974 CHF 99.23% 99.23%
15.11.2024 1.17% 0.81 CHF 0.82 CHF 250'000 100'000 250'000 100'000 211'685 CHF 85'674 CHF 99.17% 99.17%
14.11.2024 1.13% 0.88 CHF 0.89 CHF 250'000 100'000 250'000 100'000 220'425 CHF 89'170 CHF 99.16% 99.16%
13.11.2024 1.14% 0.86 CHF 0.87 CHF 250'000 100'000 250'000 100'000 218'194 CHF 88'278 CHF 99.17% 99.17%
12.11.2024 1.07% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 232'689 CHF 94'076 CHF 99.16% 99.16%
11.11.2024 1.02% 0.98 CHF 0.99 CHF 250'000 100'000 250'000 100'000 244'957 CHF 98'983 CHF 99.17% 99.17%
08.11.2024 1.08% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 230'400 CHF 93'160 CHF 99.17% 99.17%
07.11.2024 1.07% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 231'743 CHF 93'697 CHF 98.06% 98.06%

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