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 1.92% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 232'437 CHF 78'979 CHF 99.38% 99.38%
19.11.2024 2.00% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 222'587 CHF 75'696 CHF 99.38% 99.38%
18.11.2024 1.92% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 232'589 CHF 79'030 CHF 99.38% 99.38%
15.11.2024 1.75% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 254'861 CHF 86'454 CHF 99.36% 99.36%
14.11.2024 1.73% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 257'442 CHF 87'314 CHF 99.38% 99.38%
13.11.2024 1.85% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 240'583 CHF 81'694 CHF 99.38% 99.38%
12.11.2024 1.73% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 258'749 CHF 87'750 CHF 99.15% 99.15%
11.11.2024 1.62% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 276'270 CHF 93'590 CHF 99.38% 99.38%
08.11.2024 1.73% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 258'107 CHF 87'536 CHF 99.37% 99.37%
07.11.2024 1.72% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 259'959 CHF 88'153 CHF 98.59% 98.59%

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