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 1.78% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 251'049 CHF 85'183 CHF 99.16% 99.16%
20.11.2024 2.07% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 215'496 CHF 73'332 CHF 98.95% 98.95%
19.11.2024 2.09% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 212'612 CHF 72'371 CHF 99.00% 99.00%
18.11.2024 2.16% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 206'355 CHF 70'285 CHF 99.36% 99.36%
15.11.2024 2.39% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 186'297 CHF 63'599 CHF 99.39% 99.39%
14.11.2024 2.45% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 181'304 CHF 61'935 CHF 97.39% 97.39%
13.11.2024 2.57% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 173'143 CHF 59'214 CHF 98.99% 98.99%
12.11.2024 2.55% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 174'579 CHF 59'693 CHF 92.62% 92.62%
11.11.2024 2.42% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 183'442 CHF 62'647 CHF 98.54% 98.54%
08.11.2024 2.90% 0.38 CHF 0.39 CHF 450'000 150'000 570'882 190'294 193'890 CHF 66'533 CHF 93.13% 93.13%

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