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 1.12% 0.90 CHF 0.91 CHF 150'000 50'000 150'000 50'000 133'671 CHF 45'057 CHF 99.38% 99.38%
19.11.2024 1.14% 0.89 CHF 0.90 CHF 150'000 50'000 150'000 50'000 130'917 CHF 44'139 CHF 99.37% 99.37%
18.11.2024 1.20% 0.83 CHF 0.84 CHF 150'000 50'000 150'000 50'000 124'400 CHF 41'967 CHF 99.37% 99.37%
15.11.2024 1.27% 0.77 CHF 0.78 CHF 150'000 50'000 150'000 50'000 117'119 CHF 39'540 CHF 99.36% 99.36%
14.11.2024 1.23% 0.79 CHF 0.80 CHF 150'000 50'000 150'000 50'000 121'564 CHF 41'021 CHF 99.38% 99.38%
13.11.2024 1.20% 0.85 CHF 0.86 CHF 150'000 50'000 150'000 50'000 123'892 CHF 41'798 CHF 99.37% 99.37%
12.11.2024 1.26% 0.82 CHF 0.83 CHF 150'000 50'000 150'000 50'000 117'883 CHF 39'794 CHF 99.15% 99.15%
11.11.2024 1.37% 0.75 CHF 0.76 CHF 150'000 50'000 150'000 50'000 108'836 CHF 36'779 CHF 99.38% 99.38%
08.11.2024 1.34% 0.74 CHF 0.75 CHF 150'000 50'000 150'000 50'000 111'412 CHF 37'637 CHF 99.37% 99.37%
07.11.2024 1.42% 0.72 CHF 0.73 CHF 150'000 50'000 150'000 50'000 105'196 CHF 35'565 CHF 98.58% 98.58%

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