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 1.62% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 183'363 CHF 62'121 CHF 99.37% 99.37%
19.11.2024 1.61% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 186'162 CHF 63'054 CHF 96.93% 96.93%
18.11.2024 1.40% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 212'850 CHF 71'950 CHF 95.32% 95.32%
15.11.2024 1.38% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 215'379 CHF 72'793 CHF 99.38% 99.38%
14.11.2024 1.52% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 196'092 CHF 66'364 CHF 99.37% 99.37%
13.11.2024 1.48% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 201'084 CHF 68'028 CHF 92.32% 92.32%
12.11.2024 1.40% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 213'421 CHF 72'141 CHF 96.98% 96.98%
11.11.2024 1.46% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 203'412 CHF 68'804 CHF 97.54% 97.54%
08.11.2024 1.38% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 216'613 CHF 73'205 CHF 93.15% 93.15%
07.11.2024 1.31% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 227'266 CHF 76'755 CHF 98.70% 98.70%

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