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 1.65% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 180'146 CHF 61'049 CHF 99.38% 99.38%
19.11.2024 1.70% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 175'141 CHF 59'380 CHF 98.25% 98.25%
18.11.2024 1.69% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 176'535 CHF 59'845 CHF 97.17% 97.17%
15.11.2024 1.63% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 183'155 CHF 62'052 CHF 99.38% 99.38%
14.11.2024 1.27% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 235'112 CHF 79'371 CHF 99.37% 99.37%
13.11.2024 1.30% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 230'242 CHF 77'747 CHF 96.95% 96.95%
12.11.2024 1.25% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 238'042 CHF 80'347 CHF 96.87% 96.87%
11.11.2024 1.17% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 255'541 CHF 86'180 CHF 99.35% 99.35%
08.11.2024 1.51% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 197'415 CHF 66'805 CHF 96.75% 96.75%
07.11.2024 1.41% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 212'235 CHF 71'745 CHF 97.64% 97.64%

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