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 1.33% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 224'146 CHF 75'715 CHF 97.70% 97.70%
19.11.2024 1.37% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 217'788 CHF 73'596 CHF 96.75% 96.75%
18.11.2024 1.34% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 221'670 CHF 74'890 CHF 97.61% 97.61%
15.11.2024 1.30% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 228'502 CHF 77'167 CHF 95.64% 95.64%
14.11.2024 1.06% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 282'290 CHF 95'097 CHF 99.19% 99.19%
13.11.2024 1.07% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 278'467 CHF 93'822 CHF 98.77% 98.77%
12.11.2024 1.04% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 286'507 CHF 96'502 CHF 99.34% 99.34%
11.11.2024 0.98% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 304'842 CHF 102'614 CHF 96.31% 96.31%
08.11.2024 1.23% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 243'327 CHF 82'109 CHF 96.76% 96.76%
07.11.2024 1.14% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 261'002 CHF 88'001 CHF 98.65% 98.65%

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