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 1.84% 0.55 CHF 0.56 CHF 600'000 150'000 600'000 150'000 322'604 CHF 82'151 CHF 99.38% 99.38%
19.11.2024 2.43% 0.43 CHF 0.44 CHF 750'000 150'000 750'000 150'000 305'591 CHF 62'618 CHF 99.38% 99.38%
18.11.2024 2.29% 0.44 CHF 0.45 CHF 750'000 150'000 750'000 150'000 324'153 CHF 66'331 CHF 99.38% 99.38%
15.11.2024 2.17% 0.44 CHF 0.45 CHF 750'000 150'000 750'000 150'000 341'698 CHF 69'840 CHF 98.91% 98.91%
14.11.2024 2.07% 0.48 CHF 0.49 CHF 750'000 150'000 722'586 150'000 345'903 CHF 73'368 CHF 99.38% 99.38%
13.11.2024 2.37% 0.43 CHF 0.44 CHF 750'000 150'000 750'000 150'000 313'090 CHF 64'118 CHF 99.38% 99.38%
12.11.2024 2.17% 0.41 CHF 0.42 CHF 750'000 150'000 749'659 150'000 341'747 CHF 69'883 CHF 99.16% 99.16%
11.11.2024 2.02% 0.49 CHF 0.50 CHF 750'000 150'000 653'521 150'000 320'538 CHF 75'136 CHF 99.38% 99.38%
08.11.2024 1.98% 0.49 CHF 0.50 CHF 600'000 150'000 621'676 150'000 309'936 CHF 76'333 CHF 99.38% 99.38%
07.11.2024 1.92% 0.52 CHF 0.53 CHF 600'000 150'000 600'953 150'000 309'569 CHF 78'776 CHF 98.59% 98.59%

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