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 1.34% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 446'461 CHF 150'820 CHF 99.37% 99.37%
19.11.2024 1.37% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 433'989 CHF 146'663 CHF 99.07% 99.07%
18.11.2024 1.36% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 437'930 CHF 147'977 CHF 97.19% 97.19%
15.11.2024 1.39% 0.71 CHF 0.72 CHF 600'000 200'000 600'000 200'000 429'157 CHF 145'052 CHF 99.37% 99.37%
14.11.2024 1.42% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 419'275 CHF 141'758 CHF 99.37% 99.37%
13.11.2024 1.35% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 441'084 CHF 149'028 CHF 96.96% 96.96%
12.11.2024 1.36% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 438'983 CHF 148'328 CHF 96.92% 96.92%
11.11.2024 1.39% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 428'446 CHF 144'815 CHF 98.72% 98.72%
08.11.2024 1.39% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 427'589 CHF 144'530 CHF 93.14% 93.14%
07.11.2024 1.40% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 425'040 CHF 143'680 CHF 98.68% 98.68%

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