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 1.43% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 208'331 CHF 70'444 CHF 97.84% 97.84%
19.11.2024 1.49% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 199'475 CHF 67'492 CHF 94.32% 94.32%
18.11.2024 1.57% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 189'849 CHF 64'283 CHF 94.56% 94.56%
15.11.2024 1.55% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 192'820 CHF 65'273 CHF 96.42% 96.42%
14.11.2024 1.53% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 194'639 CHF 65'880 CHF 97.73% 97.73%
13.11.2024 1.56% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 190'862 CHF 64'621 CHF 94.88% 94.88%
12.11.2024 1.66% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 179'117 CHF 60'706 CHF 96.31% 96.31%
11.11.2024 1.71% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 174'048 CHF 59'016 CHF 97.78% 97.78%
08.11.2024 1.84% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 161'811 CHF 54'937 CHF 92.34% 92.34%
07.11.2024 1.90% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 156'465 CHF 53'155 CHF 98.20% 98.20%

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