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 1.15% 0.86 CHF 0.87 CHF 500'000 150'000 500'000 150'000 432'630 CHF 131'289 CHF 99.37% 99.37%
19.11.2024 1.17% 0.84 CHF 0.85 CHF 500'000 150'000 500'000 150'000 425'043 CHF 129'013 CHF 99.37% 99.37%
18.11.2024 1.24% 0.83 CHF 0.84 CHF 500'000 150'000 500'000 150'000 402'224 CHF 122'167 CHF 99.26% 99.26%
15.11.2024 1.32% 0.76 CHF 0.77 CHF 500'000 150'000 500'000 150'000 374'899 CHF 113'970 CHF 99.38% 99.38%
14.11.2024 1.40% 0.74 CHF 0.75 CHF 500'000 150'000 500'000 150'000 354'643 CHF 107'893 CHF 99.36% 99.36%
13.11.2024 1.36% 0.73 CHF 0.74 CHF 500'000 150'000 500'000 150'000 365'540 CHF 111'162 CHF 99.37% 99.37%
12.11.2024 1.33% 0.72 CHF 0.73 CHF 500'000 150'000 500'000 150'000 372'361 CHF 113'208 CHF 99.38% 99.38%
11.11.2024 1.26% 0.78 CHF 0.79 CHF 500'000 150'000 500'000 150'000 395'839 CHF 120'252 CHF 99.37% 99.37%
08.11.2024 1.49% 0.67 CHF 0.68 CHF 500'000 150'000 500'000 150'000 333'765 CHF 101'630 CHF 99.37% 99.37%
07.11.2024 1.47% 0.68 CHF 0.69 CHF 500'000 150'000 499'828 150'000 337'690 CHF 102'841 CHF 98.38% 98.38%

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