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 1.85% 0.55 CHF 0.56 CHF 750'000 100'000 750'000 100'000 403'028 CHF 54'737 CHF 99.38% 99.38%
19.11.2024 2.36% 0.44 CHF 0.45 CHF 750'000 100'000 750'000 100'000 314'744 CHF 42'966 CHF 99.38% 99.38%
18.11.2024 2.23% 0.45 CHF 0.46 CHF 750'000 100'000 750'000 100'000 332'130 CHF 45'284 CHF 99.38% 99.38%
15.11.2024 2.14% 0.45 CHF 0.46 CHF 750'000 100'000 750'000 100'000 346'916 CHF 47'255 CHF 98.91% 98.91%
14.11.2024 2.05% 0.48 CHF 0.49 CHF 750'000 100'000 750'000 100'000 362'551 CHF 49'340 CHF 99.38% 99.38%
13.11.2024 2.30% 0.44 CHF 0.45 CHF 750'000 100'000 750'000 100'000 322'945 CHF 44'059 CHF 99.38% 99.38%
12.11.2024 2.13% 0.42 CHF 0.43 CHF 750'000 100'000 750'000 100'000 348'836 CHF 47'512 CHF 99.13% 99.13%
11.11.2024 2.00% 0.49 CHF 0.50 CHF 750'000 100'000 750'000 100'000 370'467 CHF 50'396 CHF 99.38% 99.38%
08.11.2024 1.98% 0.49 CHF 0.50 CHF 750'000 100'000 750'000 100'000 375'172 CHF 51'023 CHF 99.37% 99.37%
07.11.2024 1.92% 0.52 CHF 0.53 CHF 750'000 100'000 750'000 100'000 386'492 CHF 52'532 CHF 98.58% 98.58%

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