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 1.08% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 276'173 CHF 93'058 CHF 99.17% 99.17%
19.11.2024 1.11% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 270'029 CHF 91'010 CHF 99.16% 99.16%
18.11.2024 1.23% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 241'990 CHF 81'663 CHF 99.21% 99.21%
15.11.2024 1.23% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 242'896 CHF 81'965 CHF 99.17% 99.17%
14.11.2024 1.23% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 242'473 CHF 81'824 CHF 99.15% 99.15%
13.11.2024 1.30% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 229'237 CHF 77'412 CHF 99.16% 99.16%
12.11.2024 1.21% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 245'651 CHF 82'884 CHF 99.17% 99.17%
11.11.2024 1.28% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 232'880 CHF 78'627 CHF 99.16% 99.16%
08.11.2024 1.44% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 207'663 CHF 70'221 CHF 99.17% 99.17%
07.11.2024 1.45% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 204'765 CHF 69'255 CHF 98.18% 98.18%

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