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 1.69% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 264'417 CHF 89'639 CHF 99.37% 99.37%
19.11.2024 1.81% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 246'302 CHF 83'601 CHF 99.37% 99.37%
18.11.2024 1.78% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 250'110 CHF 84'870 CHF 99.25% 99.25%
15.11.2024 1.71% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 260'371 CHF 88'291 CHF 99.38% 99.38%
14.11.2024 1.73% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 258'676 CHF 87'725 CHF 99.37% 99.37%
13.11.2024 1.75% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 255'116 CHF 86'539 CHF 99.37% 99.37%
12.11.2024 1.70% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 262'837 CHF 89'112 CHF 99.37% 99.37%
11.11.2024 1.59% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 280'684 CHF 95'062 CHF 99.37% 99.37%
08.11.2024 1.64% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 271'431 CHF 91'977 CHF 99.37% 99.37%
07.11.2024 1.69% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 263'720 CHF 89'407 CHF 98.37% 98.37%

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