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 1.91% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 234'015 CHF 79'505 CHF 99.37% 99.37%
19.11.2024 2.09% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 213'285 CHF 72'595 CHF 99.37% 99.37%
18.11.2024 2.04% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 218'373 CHF 74'291 CHF 99.25% 99.25%
15.11.2024 1.93% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 230'366 CHF 78'289 CHF 99.38% 99.38%
14.11.2024 1.95% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 228'609 CHF 77'703 CHF 99.36% 99.36%
13.11.2024 1.99% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 223'605 CHF 76'035 CHF 99.37% 99.37%
12.11.2024 1.92% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 232'909 CHF 79'136 CHF 99.38% 99.38%
11.11.2024 1.76% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 254'138 CHF 86'213 CHF 99.37% 99.37%
08.11.2024 1.81% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 246'947 CHF 83'816 CHF 99.37% 99.37%
07.11.2024 1.87% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 239'011 CHF 81'170 CHF 98.37% 98.37%

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