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
22.11.2024 1.56% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 286'676 CHF 97'059 CHF 99.06% 99.06%
20.11.2024 1.78% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 249'991 CHF 84'830 CHF 99.10% 99.10%
19.11.2024 1.81% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 246'182 CHF 83'561 CHF 98.92% 98.92%
18.11.2024 1.87% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 239'007 CHF 81'169 CHF 99.37% 99.37%
15.11.2024 2.02% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 220'428 CHF 74'976 CHF 99.39% 99.39%
14.11.2024 2.08% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 214'481 CHF 72'994 CHF 97.80% 97.80%
13.11.2024 2.17% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 205'030 CHF 69'844 CHF 99.02% 99.02%
12.11.2024 2.14% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 207'568 CHF 70'689 CHF 92.63% 92.63%
11.11.2024 2.04% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 218'896 CHF 74'465 CHF 98.54% 98.54%
08.11.2024 2.37% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 187'912 CHF 64'137 CHF 97.93% 97.93%

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