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 1.75% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 169'645 CHF 57'549 CHF 98.58% 98.58%
19.11.2024 1.88% 0.53 CHF 0.54 CHF 450'000 150'000 415'188 138'396 218'652 CHF 74'268 CHF 96.40% 96.40%
18.11.2024 1.88% 0.54 CHF 0.55 CHF 300'000 100'000 400'642 133'547 211'230 CHF 71'746 CHF 96.89% 96.89%
15.11.2024 1.88% 0.53 CHF 0.54 CHF 450'000 150'000 416'033 138'678 218'510 CHF 74'223 CHF 95.38% 95.38%
14.11.2024 2.00% 0.52 CHF 0.53 CHF 450'000 150'000 447'215 149'072 222'518 CHF 75'664 CHF 98.43% 98.43%
13.11.2024 1.99% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 223'717 CHF 76'072 CHF 98.30% 98.30%
12.11.2024 1.83% 0.49 CHF 0.50 CHF 450'000 150'000 349'000 116'333 188'751 CHF 64'080 CHF 98.94% 98.94%
11.11.2024 1.61% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 185'004 CHF 62'668 CHF 97.88% 97.88%
08.11.2024 1.87% 0.51 CHF 0.52 CHF 450'000 150'000 427'427 142'476 225'765 CHF 76'680 CHF 98.85% 98.85%
07.11.2024 1.87% 0.55 CHF 0.56 CHF 300'000 100'000 393'614 131'205 207'776 CHF 70'571 CHF 98.27% 98.27%

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