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 1.23% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 362'468 CHF 122'323 CHF 98.85% 98.85%
19.11.2024 1.26% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 354'093 CHF 119'531 CHF 96.32% 96.32%
18.11.2024 1.24% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 359'974 CHF 121'491 CHF 97.31% 97.31%
15.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 362'409 CHF 122'303 CHF 95.50% 95.50%
14.11.2024 1.08% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 415'830 CHF 140'110 CHF 99.43% 99.43%
13.11.2024 1.09% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 410'800 CHF 138'433 CHF 99.05% 99.05%
12.11.2024 1.06% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 421'992 CHF 142'164 CHF 99.33% 99.33%
11.11.2024 1.02% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 440'376 CHF 148'292 CHF 96.28% 96.28%
08.11.2024 1.20% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 371'873 CHF 125'458 CHF 96.75% 96.75%
07.11.2024 1.15% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 388'484 CHF 130'995 CHF 98.64% 98.64%

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