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 1.22% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 244'312 CHF 82'438 CHF 99.38% 99.38%
19.11.2024 1.24% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 241'034 CHF 81'345 CHF 99.37% 99.37%
18.11.2024 1.31% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 228'040 CHF 77'013 CHF 99.38% 99.38%
15.11.2024 1.37% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 217'312 CHF 73'437 CHF 99.36% 99.36%
14.11.2024 1.14% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 262'066 CHF 88'355 CHF 99.38% 99.38%
13.11.2024 1.17% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 255'144 CHF 86'048 CHF 99.38% 99.38%
12.11.2024 1.16% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 256'832 CHF 86'611 CHF 99.15% 99.15%
11.11.2024 1.12% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 265'632 CHF 89'544 CHF 99.38% 99.38%
08.11.2024 1.14% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 262'247 CHF 88'416 CHF 99.37% 99.37%
07.11.2024 1.20% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 249'008 CHF 84'003 CHF 98.58% 98.58%

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