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 1.67% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 178'085 CHF 60'362 CHF 99.38% 99.38%
19.11.2024 1.60% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 185'953 CHF 62'985 CHF 99.38% 99.38%
18.11.2024 1.61% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 184'896 CHF 62'632 CHF 99.37% 99.37%
15.11.2024 1.61% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 185'287 CHF 62'762 CHF 99.36% 99.36%
14.11.2024 1.56% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 191'260 CHF 64'753 CHF 99.37% 99.37%
13.11.2024 1.52% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 195'694 CHF 66'231 CHF 99.37% 99.37%
12.11.2024 1.64% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 181'614 CHF 61'538 CHF 99.15% 99.15%
11.11.2024 1.76% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 168'647 CHF 57'216 CHF 99.38% 99.38%
08.11.2024 1.74% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 171'182 CHF 58'061 CHF 99.38% 99.38%
07.11.2024 1.80% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 165'248 CHF 56'083 CHF 98.58% 98.58%

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