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 1.47% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 304'744 CHF 103'081 CHF 99.27% 99.27%
19.11.2024 1.61% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 277'641 CHF 94'047 CHF 88.76% 88.76%
18.11.2024 1.62% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 274'764 CHF 93'088 CHF 97.51% 97.51%
15.11.2024 1.59% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 280'384 CHF 94'961 CHF 96.39% 96.39%
14.11.2024 1.41% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 316'774 CHF 107'091 CHF 99.26% 99.26%
13.11.2024 1.33% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 336'296 CHF 113'599 CHF 99.22% 99.22%
12.11.2024 1.36% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 329'684 CHF 111'395 CHF 99.27% 99.27%
11.11.2024 1.41% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 317'484 CHF 107'328 CHF 99.24% 99.24%
08.11.2024 1.38% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 324'784 CHF 109'761 CHF 99.17% 99.17%
07.11.2024 1.43% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 311'774 CHF 105'425 CHF 98.60% 98.60%

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