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 1.27% 0.76 CHF 0.77 CHF 200'000 200'000 199'597 199'597 156'585 CHF 158'581 CHF 99.48% 99.48%
19.11.2024 1.33% 0.75 CHF 0.76 CHF 205'000 205'000 203'400 203'400 151'515 CHF 153'549 CHF 99.38% 99.38%
18.11.2024 1.24% 0.81 CHF 0.82 CHF 200'000 200'000 199'175 199'175 160'241 CHF 162'232 CHF 99.89% 99.89%
15.11.2024 1.26% 0.79 CHF 0.80 CHF 200'000 200'000 199'175 199'175 157'255 CHF 159'247 CHF 100.00% 100.00%
14.11.2024 1.32% 0.78 CHF 0.79 CHF 200'000 200'000 201'617 201'617 151'710 CHF 153'726 CHF 98.64% 98.64%
13.11.2024 1.36% 0.69 CHF 0.70 CHF 205'000 205'000 203'638 203'638 149'067 CHF 151'103 CHF 100.00% 100.00%
12.11.2024 1.28% 0.74 CHF 0.75 CHF 205'000 205'000 199'774 199'774 155'555 CHF 157'553 CHF 99.88% 99.88%
11.11.2024 1.29% 0.81 CHF 0.82 CHF 200'000 200'000 199'743 199'743 154'414 CHF 156'412 CHF 100.00% 100.00%
08.11.2024 1.39% 0.69 CHF 0.70 CHF 205'000 205'000 203'525 203'525 145'258 CHF 147'294 CHF 98.50% 98.50%
07.11.2024 1.20% 0.80 CHF 0.81 CHF 200'000 200'000 195'144 195'144 161'482 CHF 163'433 CHF 100.00% 100.00%

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