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% 0.81 CHF 0.82 CHF 305'000 305'000 299'903 299'903 234'010 CHF 237'009 CHF 98.25% 98.25%
19.11.2024 1.26% 0.79 CHF 0.80 CHF 300'000 300'000 300'064 300'064 236'444 CHF 239'444 CHF 95.41% 95.41%
18.11.2024 1.54% 0.67 CHF 0.68 CHF 290'000 290'000 288'138 288'138 186'247 CHF 189'128 CHF 98.87% 98.87%
15.11.2024 1.65% 0.60 CHF 0.61 CHF 285'000 285'000 283'464 283'464 170'742 CHF 173'577 CHF 98.53% 98.53%
14.11.2024 1.84% 0.59 CHF 0.60 CHF 285'000 285'000 278'045 278'045 150'756 CHF 153'536 CHF 94.92% 94.92%
13.11.2024 1.28% 0.77 CHF 0.78 CHF 300'000 300'000 297'548 297'548 230'492 CHF 233'467 CHF 98.10% 98.10%
12.11.2024 1.41% 0.79 CHF 0.80 CHF 300'000 300'000 291'915 291'915 206'424 CHF 209'343 CHF 97.84% 97.84%
11.11.2024 1.59% 0.63 CHF 0.64 CHF 285'000 285'000 283'816 283'816 177'196 CHF 180'034 CHF 99.29% 99.29%
08.11.2024 1.50% 0.69 CHF 0.70 CHF 290'000 290'000 287'679 287'679 191'058 CHF 193'935 CHF 97.74% 97.74%
07.11.2024 1.56% 0.59 CHF 0.60 CHF 280'000 280'000 283'345 283'345 180'300 CHF 183'133 CHF 97.04% 97.04%

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