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 1.17% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 381'059 CHF 128'520 CHF 98.92% 98.92%
19.11.2024 1.21% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 370'148 CHF 124'883 CHF 88.74% 88.74%
18.11.2024 1.28% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 350'685 CHF 118'395 CHF 96.52% 96.52%
15.11.2024 1.34% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 333'869 CHF 112'790 CHF 91.64% 91.64%
14.11.2024 1.45% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 307'818 CHF 104'106 CHF 99.31% 99.31%
13.11.2024 1.44% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 310'588 CHF 105'029 CHF 98.68% 98.68%
12.11.2024 1.55% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 288'276 CHF 97'592 CHF 99.33% 99.33%
11.11.2024 1.70% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 263'063 CHF 89'188 CHF 99.34% 99.34%
08.11.2024 1.68% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 266'283 CHF 90'261 CHF 98.12% 98.12%
07.11.2024 1.86% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 240'229 CHF 81'577 CHF 98.55% 98.55%

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