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 1.82% 0.54 CHF 0.55 CHF 500'000 100'000 500'000 100'000 271'716 CHF 55'343 CHF 99.27% 99.27%
19.11.2024 1.97% 0.51 CHF 0.52 CHF 500'000 100'000 500'000 100'000 251'312 CHF 51'262 CHF 99.27% 99.27%
18.11.2024 1.93% 0.52 CHF 0.53 CHF 500'000 100'000 500'000 100'000 256'955 CHF 52'391 CHF 99.27% 99.27%
15.11.2024 1.85% 0.52 CHF 0.53 CHF 500'000 100'000 500'000 100'000 268'429 CHF 54'686 CHF 99.27% 99.27%
14.11.2024 1.88% 0.53 CHF 0.54 CHF 500'000 100'000 500'000 100'000 263'885 CHF 53'777 CHF 99.27% 99.27%
13.11.2024 1.91% 0.50 CHF 0.51 CHF 500'000 100'000 500'000 100'000 260'053 CHF 53'011 CHF 99.27% 99.27%
12.11.2024 1.84% 0.51 CHF 0.52 CHF 500'000 100'000 500'000 100'000 269'257 CHF 54'851 CHF 99.25% 99.25%
11.11.2024 1.72% 0.58 CHF 0.59 CHF 500'000 100'000 500'000 100'000 287'798 CHF 58'560 CHF 99.27% 99.27%
08.11.2024 1.74% 0.58 CHF 0.59 CHF 500'000 100'000 500'000 100'000 284'968 CHF 57'994 CHF 99.25% 99.25%
07.11.2024 1.80% 0.55 CHF 0.56 CHF 500'000 100'000 500'000 100'000 275'000 CHF 56'000 CHF 1.12% 1.12%

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