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 1.23% 0.79 CHF 0.80 CHF 500'000 150'000 500'000 150'000 405'707 CHF 123'212 CHF 99.38% 99.38%
19.11.2024 1.25% 0.79 CHF 0.80 CHF 500'000 150'000 500'000 150'000 398'460 CHF 121'038 CHF 99.37% 99.37%
18.11.2024 1.25% 0.81 CHF 0.82 CHF 500'000 150'000 500'000 150'000 396'056 CHF 120'317 CHF 99.25% 99.25%
15.11.2024 1.28% 0.79 CHF 0.80 CHF 500'000 150'000 500'000 150'000 388'377 CHF 118'013 CHF 99.38% 99.38%
14.11.2024 1.33% 0.77 CHF 0.78 CHF 500'000 150'000 500'000 150'000 372'606 CHF 113'282 CHF 99.38% 99.38%
13.11.2024 1.39% 0.72 CHF 0.73 CHF 500'000 150'000 500'000 150'000 358'076 CHF 108'923 CHF 99.36% 99.36%
12.11.2024 1.39% 0.69 CHF 0.70 CHF 500'000 150'000 500'000 150'000 356'724 CHF 108'517 CHF 99.37% 99.37%
11.11.2024 1.33% 0.75 CHF 0.76 CHF 500'000 150'000 500'000 150'000 373'417 CHF 113'525 CHF 99.38% 99.38%
08.11.2024 1.40% 0.70 CHF 0.71 CHF 500'000 150'000 500'000 150'000 353'565 CHF 107'570 CHF 99.37% 99.37%
07.11.2024 1.33% 0.74 CHF 0.75 CHF 500'000 150'000 500'000 150'000 373'667 CHF 113'600 CHF 98.38% 98.38%

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