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 1.53% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 194'094 CHF 65'698 CHF 99.37% 99.37%
19.11.2024 1.71% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 174'094 CHF 59'032 CHF 99.38% 99.38%
18.11.2024 1.72% 0.56 CHF 0.56 CHF 300'000 100'000 300'000 100'000 172'913 CHF 58'638 CHF 97.58% 97.58%
15.11.2024 1.62% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 184'016 CHF 62'339 CHF 93.30% 93.30%
14.11.2024 1.47% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 202'310 CHF 68'437 CHF 99.37% 99.37%
13.11.2024 1.40% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 212'287 CHF 71'762 CHF 97.07% 97.07%
12.11.2024 1.33% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 224'986 CHF 75'995 CHF 96.95% 96.95%
11.11.2024 1.32% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 226'022 CHF 76'341 CHF 99.35% 99.35%
08.11.2024 1.32% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 225'385 CHF 76'129 CHF 99.24% 99.24%
07.11.2024 1.27% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 234'426 CHF 79'142 CHF 98.69% 98.69%

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