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 1.64% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 272'271 CHF 92'257 CHF 99.37% 99.37%
19.11.2024 1.76% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 253'305 CHF 85'935 CHF 99.37% 99.37%
18.11.2024 1.72% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 258'687 CHF 87'729 CHF 99.25% 99.25%
15.11.2024 1.66% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 268'532 CHF 91'011 CHF 99.38% 99.38%
14.11.2024 1.68% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 265'369 CHF 89'956 CHF 99.36% 99.36%
13.11.2024 1.71% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 260'432 CHF 88'311 CHF 99.37% 99.37%
12.11.2024 1.65% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 270'043 CHF 91'514 CHF 99.37% 99.37%
11.11.2024 1.55% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 287'529 CHF 97'343 CHF 99.37% 99.37%
08.11.2024 1.59% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 280'245 CHF 94'915 CHF 99.37% 99.37%
07.11.2024 1.65% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 270'099 CHF 91'533 CHF 98.37% 98.37%

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