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 1.51% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 295'470 CHF 99'990 CHF 99.38% 99.38%
19.11.2024 1.55% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 287'336 CHF 97'279 CHF 99.38% 99.38%
18.11.2024 1.51% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 295'735 CHF 100'078 CHF 99.38% 99.38%
15.11.2024 1.42% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 315'278 CHF 106'593 CHF 99.36% 99.36%
14.11.2024 1.41% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 318'080 CHF 107'527 CHF 99.38% 99.38%
13.11.2024 1.48% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 302'319 CHF 102'273 CHF 99.38% 99.38%
12.11.2024 1.40% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 319'207 CHF 107'902 CHF 99.14% 99.14%
11.11.2024 1.33% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 335'102 CHF 113'201 CHF 99.38% 99.38%
08.11.2024 1.40% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 318'430 CHF 107'643 CHF 99.37% 99.37%
07.11.2024 1.39% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 320'788 CHF 108'429 CHF 98.58% 98.58%

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