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% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 316'902 CHF 107'134 CHF 98.88% 98.88%
19.11.2024 1.37% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 326'632 CHF 110'377 CHF 98.87% 98.87%
18.11.2024 1.26% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 354'471 CHF 119'657 CHF 96.52% 96.52%
15.11.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 363'430 CHF 122'643 CHF 99.37% 99.37%
14.11.2024 1.18% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 379'340 CHF 127'947 CHF 99.37% 99.37%
13.11.2024 1.23% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 363'228 CHF 122'576 CHF 96.94% 96.94%
12.11.2024 1.24% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 361'391 CHF 121'964 CHF 96.97% 96.97%
11.11.2024 1.33% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 336'456 CHF 113'652 CHF 96.87% 96.87%
08.11.2024 1.42% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 314'684 CHF 106'395 CHF 93.42% 93.42%
07.11.2024 1.40% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 320'175 CHF 108'225 CHF 97.91% 97.91%

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