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 1.41% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 316'880 CHF 107'127 CHF 98.94% 98.94%
19.11.2024 1.37% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 326'800 CHF 110'433 CHF 90.22% 90.22%
18.11.2024 1.56% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 285'629 CHF 96'710 CHF 96.39% 96.39%
15.11.2024 1.64% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 271'632 CHF 92'044 CHF 98.33% 98.33%
14.11.2024 1.62% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 275'925 CHF 93'475 CHF 98.91% 98.91%
13.11.2024 1.52% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 293'602 CHF 99'367 CHF 96.57% 96.57%
12.11.2024 1.82% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 245'956 CHF 83'485 CHF 93.93% 93.93%
11.11.2024 1.52% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 294'230 CHF 99'577 CHF 97.90% 97.90%
08.11.2024 1.32% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 338'876 CHF 114'459 CHF 93.10% 93.10%
07.11.2024 1.36% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 327'749 CHF 110'750 CHF 98.21% 98.21%

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