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 1.31% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 342'032 CHF 115'511 CHF 99.17% 99.17%
19.11.2024 1.32% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 337'894 CHF 114'131 CHF 99.16% 99.16%
18.11.2024 1.43% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 311'562 CHF 105'354 CHF 99.22% 99.22%
15.11.2024 1.43% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 312'662 CHF 105'721 CHF 99.17% 99.17%
14.11.2024 1.43% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 312'178 CHF 105'559 CHF 99.15% 99.15%
13.11.2024 1.49% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 299'568 CHF 101'356 CHF 99.16% 99.16%
12.11.2024 1.42% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 314'954 CHF 106'485 CHF 99.16% 99.16%
11.11.2024 1.48% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 302'753 CHF 102'418 CHF 99.16% 99.16%
08.11.2024 1.61% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 278'153 CHF 94'218 CHF 99.17% 99.17%
07.11.2024 1.62% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 275'294 CHF 93'265 CHF 98.18% 98.18%

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