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 1.70% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 262'355 CHF 88'952 CHF 99.38% 99.38%
19.11.2024 1.76% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 253'237 CHF 85'912 CHF 99.38% 99.38%
18.11.2024 1.70% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 262'387 CHF 88'962 CHF 99.38% 99.38%
15.11.2024 1.58% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 283'452 CHF 95'984 CHF 99.36% 99.36%
14.11.2024 1.56% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 286'198 CHF 96'899 CHF 99.38% 99.38%
13.11.2024 1.65% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 269'944 CHF 91'481 CHF 99.38% 99.38%
12.11.2024 1.55% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 287'635 CHF 97'378 CHF 99.14% 99.14%
11.11.2024 1.47% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 303'752 CHF 102'751 CHF 99.38% 99.38%
08.11.2024 1.56% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 286'828 CHF 97'109 CHF 99.37% 99.37%
07.11.2024 1.54% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 289'452 CHF 97'984 CHF 98.59% 98.59%

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