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 1.28% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 348'353 CHF 117'618 CHF 99.47% 99.47%
19.11.2024 1.27% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 353'372 CHF 119'291 CHF 99.09% 99.09%
18.11.2024 1.30% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 343'259 CHF 115'920 CHF 99.36% 99.36%
15.11.2024 1.28% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 349'972 CHF 118'157 CHF 99.37% 99.37%
14.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 363'890 CHF 122'797 CHF 97.65% 97.65%
13.11.2024 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 399'559 CHF 134'686 CHF 99.36% 99.36%
12.11.2024 1.18% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 378'599 CHF 127'700 CHF 99.00% 99.00%
11.11.2024 1.25% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 357'551 CHF 120'684 CHF 99.37% 99.37%
08.11.2024 1.26% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 355'568 CHF 120'023 CHF 99.14% 99.14%
07.11.2024 1.31% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 340'173 CHF 114'891 CHF 98.59% 98.59%

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