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 1.46% 0.70 CHF 0.71 CHF 600'000 100'000 600'000 100'000 407'834 CHF 68'972 CHF 99.38% 99.38%
19.11.2024 1.87% 0.56 CHF 0.57 CHF 600'000 100'000 629'119 100'000 333'134 CHF 54'049 CHF 99.38% 99.38%
18.11.2024 1.77% 0.57 CHF 0.58 CHF 600'000 100'000 600'000 100'000 335'196 CHF 56'866 CHF 99.37% 99.37%
15.11.2024 1.71% 0.57 CHF 0.58 CHF 600'000 100'000 600'000 100'000 348'854 CHF 59'142 CHF 98.92% 98.92%
14.11.2024 1.63% 0.61 CHF 0.62 CHF 600'000 100'000 600'000 100'000 364'089 CHF 61'682 CHF 99.38% 99.38%
13.11.2024 1.83% 0.55 CHF 0.56 CHF 600'000 100'000 600'000 100'000 325'152 CHF 55'192 CHF 99.38% 99.38%
12.11.2024 1.70% 0.54 CHF 0.55 CHF 600'000 100'000 600'000 100'000 349'376 CHF 59'229 CHF 99.16% 99.16%
11.11.2024 1.61% 0.61 CHF 0.62 CHF 600'000 100'000 600'000 100'000 370'868 CHF 62'811 CHF 99.38% 99.38%
08.11.2024 1.58% 0.62 CHF 0.63 CHF 600'000 100'000 600'000 100'000 376'063 CHF 63'677 CHF 99.37% 99.37%
07.11.2024 1.55% 0.65 CHF 0.66 CHF 600'000 100'000 600'000 100'000 383'960 CHF 64'993 CHF 98.59% 98.59%

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