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 1.40% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 319'800 CHF 108'100 CHF 98.85% 98.85%
19.11.2024 1.50% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 298'580 CHF 101'027 CHF 90.60% 90.60%
18.11.2024 1.56% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 286'249 CHF 96'916 CHF 95.07% 95.07%
15.11.2024 1.57% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 285'292 CHF 96'597 CHF 97.78% 97.78%
14.11.2024 1.55% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 288'674 CHF 97'725 CHF 98.73% 98.73%
13.11.2024 1.65% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 271'241 CHF 91'914 CHF 96.44% 96.44%
12.11.2024 1.28% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 348'949 CHF 117'816 CHF 95.57% 95.57%
11.11.2024 1.33% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 336'835 CHF 113'778 CHF 98.35% 98.35%
08.11.2024 1.24% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 360'443 CHF 121'648 CHF 93.00% 93.00%
07.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 364'272 CHF 122'924 CHF 97.76% 97.76%

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