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 1.46% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 406'844 CHF 137'615 CHF 99.38% 99.38%
19.11.2024 1.85% 0.56 CHF 0.57 CHF 600'000 200'000 603'071 201'024 323'223 CHF 109'751 CHF 99.38% 99.38%
18.11.2024 1.76% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 337'546 CHF 114'515 CHF 99.38% 99.38%
15.11.2024 1.69% 0.58 CHF 0.59 CHF 600'000 200'000 600'000 200'000 352'687 CHF 119'562 CHF 98.91% 98.91%
14.11.2024 1.61% 0.61 CHF 0.62 CHF 600'000 200'000 600'000 200'000 368'740 CHF 124'913 CHF 99.38% 99.38%
13.11.2024 1.81% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 328'176 CHF 111'392 CHF 99.38% 99.38%
12.11.2024 1.69% 0.54 CHF 0.55 CHF 600'000 200'000 600'000 200'000 352'594 CHF 119'531 CHF 99.16% 99.16%
11.11.2024 1.59% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 375'539 CHF 127'180 CHF 99.38% 99.38%
08.11.2024 1.56% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 381'612 CHF 129'204 CHF 99.37% 99.37%
07.11.2024 1.53% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 389'969 CHF 131'990 CHF 98.59% 98.59%

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