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 1.01% 0.92 CHF 0.93 CHF 300'000 50'000 300'000 50'000 294'462 CHF 49'577 CHF 99.16% 99.16%
19.11.2024 1.03% 0.94 CHF 0.95 CHF 300'000 50'000 300'000 50'000 289'433 CHF 48'739 CHF 99.16% 99.16%
18.11.2024 1.13% 0.88 CHF 0.89 CHF 300'000 50'000 300'000 50'000 265'123 CHF 44'687 CHF 99.22% 99.22%
15.11.2024 1.12% 0.89 CHF 0.90 CHF 300'000 50'000 300'000 50'000 265'845 CHF 44'808 CHF 99.17% 99.17%
14.11.2024 1.13% 0.89 CHF 0.90 CHF 300'000 50'000 300'000 50'000 264'675 CHF 44'613 CHF 99.15% 99.15%
13.11.2024 1.19% 0.86 CHF 0.87 CHF 300'000 50'000 300'000 50'000 251'382 CHF 42'397 CHF 99.16% 99.16%
12.11.2024 1.12% 0.88 CHF 0.89 CHF 300'000 50'000 300'000 50'000 266'691 CHF 44'949 CHF 99.16% 99.16%
11.11.2024 1.17% 0.86 CHF 0.87 CHF 300'000 50'000 300'000 50'000 255'026 CHF 43'004 CHF 99.16% 99.16%
08.11.2024 1.30% 0.82 CHF 0.83 CHF 300'000 50'000 300'000 50'000 229'727 CHF 38'788 CHF 99.17% 99.17%
07.11.2024 1.31% 0.73 CHF 0.74 CHF 300'000 50'000 300'000 50'000 226'803 CHF 38'301 CHF 98.19% 98.19%

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