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 1.83% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 163'106 CHF 55'369 CHF 99.37% 99.37%
19.11.2024 1.81% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 164'369 CHF 55'790 CHF 99.37% 99.37%
18.11.2024 1.76% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 169'141 CHF 57'380 CHF 99.23% 99.23%
15.11.2024 1.63% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 182'222 CHF 61'741 CHF 99.37% 99.37%
14.11.2024 1.59% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 186'613 CHF 63'204 CHF 99.37% 99.37%
13.11.2024 1.61% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 184'360 CHF 62'453 CHF 99.36% 99.36%
12.11.2024 1.56% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 191'335 CHF 64'778 CHF 99.37% 99.37%
11.11.2024 1.46% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 204'331 CHF 69'110 CHF 99.38% 99.38%
08.11.2024 1.47% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 202'011 CHF 68'337 CHF 99.38% 99.38%
07.11.2024 1.44% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 206'745 CHF 69'915 CHF 99.28% 99.28%

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