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 1.17% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 255'550 CHF 86'184 CHF 99.38% 99.38%
19.11.2024 1.15% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 259'864 CHF 87'621 CHF 98.25% 98.25%
18.11.2024 1.14% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 260'975 CHF 87'992 CHF 97.49% 97.49%
15.11.2024 1.17% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 255'418 CHF 86'139 CHF 99.38% 99.38%
14.11.2024 1.46% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 204'182 CHF 69'061 CHF 99.37% 99.37%
13.11.2024 1.45% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 205'919 CHF 69'640 CHF 96.85% 96.85%
12.11.2024 1.51% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 198'043 CHF 67'014 CHF 96.79% 96.79%
11.11.2024 1.66% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 179'729 CHF 60'910 CHF 99.35% 99.35%
08.11.2024 1.27% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 235'442 CHF 79'481 CHF 96.75% 96.75%
07.11.2024 1.34% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 222'219 CHF 75'073 CHF 97.65% 97.65%

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