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 1.81% 0.54 CHF 0.55 CHF 600'000 200'000 600'000 200'000 328'797 CHF 111'599 CHF 98.92% 98.92%
19.11.2024 1.58% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 376'689 CHF 127'563 CHF 90.32% 90.32%
18.11.2024 1.27% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 469'939 CHF 158'646 CHF 97.09% 97.09%
15.11.2024 1.23% 0.81 CHF 0.82 CHF 600'000 200'000 600'000 200'000 486'048 CHF 164'016 CHF 98.92% 98.92%
14.11.2024 1.19% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 503'315 CHF 169'772 CHF 98.93% 98.93%
13.11.2024 1.20% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 495'300 CHF 167'100 CHF 96.39% 96.39%
12.11.2024 1.23% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 486'619 CHF 164'206 CHF 96.42% 96.42%
11.11.2024 1.26% 0.81 CHF 0.82 CHF 600'000 200'000 600'000 200'000 473'630 CHF 159'877 CHF 98.86% 98.86%
08.11.2024 1.30% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 459'028 CHF 155'009 CHF 98.90% 98.90%
07.11.2024 1.38% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 433'477 CHF 146'492 CHF 98.24% 98.24%

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