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 1.67% 0.62 CHF 0.63 CHF 305'000 305'000 299'944 299'944 178'249 CHF 181'248 CHF 99.95% 99.95%
19.11.2024 1.65% 0.61 CHF 0.62 CHF 300'000 300'000 300'098 300'098 180'649 CHF 183'650 CHF 98.77% 98.77%
18.11.2024 2.15% 0.49 CHF 0.50 CHF 290'000 290'000 288'154 288'154 132'682 CHF 135'564 CHF 99.96% 99.96%
15.11.2024 2.38% 0.42 CHF 0.43 CHF 285'000 285'000 283'479 283'479 117'748 CHF 120'583 CHF 99.83% 99.83%
14.11.2024 2.80% 0.40 CHF 0.41 CHF 285'000 285'000 278'067 278'067 98'729 CHF 101'509 CHF 98.03% 98.03%
13.11.2024 1.69% 0.58 CHF 0.59 CHF 300'000 300'000 297'578 297'578 174'751 CHF 177'727 CHF 99.85% 99.85%
12.11.2024 1.91% 0.60 CHF 0.61 CHF 300'000 300'000 291'925 291'925 151'855 CHF 154'774 CHF 99.23% 99.23%
11.11.2024 2.27% 0.44 CHF 0.45 CHF 285'000 285'000 283'825 283'825 123'862 CHF 126'701 CHF 100.00% 100.00%
08.11.2024 2.08% 0.50 CHF 0.51 CHF 290'000 290'000 287'691 287'691 137'221 CHF 140'098 CHF 98.91% 98.91%
07.11.2024 2.21% 0.41 CHF 0.42 CHF 280'000 280'000 283'385 283'385 127'025 CHF 129'859 CHF 99.77% 99.77%

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