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 1.54% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 192'994 CHF 65'331 CHF 99.38% 99.38%
19.11.2024 1.58% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 188'580 CHF 63'860 CHF 99.37% 99.37%
18.11.2024 1.67% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 178'225 CHF 60'408 CHF 99.38% 99.38%
15.11.2024 1.78% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 167'321 CHF 56'774 CHF 99.36% 99.36%
14.11.2024 1.35% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 220'436 CHF 74'479 CHF 99.37% 99.37%
13.11.2024 1.41% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 211'920 CHF 71'640 CHF 99.38% 99.38%
12.11.2024 1.40% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 213'810 CHF 72'270 CHF 99.15% 99.15%
11.11.2024 1.33% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 224'980 CHF 75'993 CHF 99.38% 99.38%
08.11.2024 1.35% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 220'173 CHF 74'391 CHF 99.37% 99.37%
07.11.2024 1.45% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 205'225 CHF 69'408 CHF 98.58% 98.58%

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