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 1.07% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 278'212 CHF 93'737 CHF 97.83% 97.83%
19.11.2024 1.11% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 269'614 CHF 90'872 CHF 94.32% 94.32%
18.11.2024 1.15% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 260'238 CHF 87'746 CHF 94.63% 94.63%
15.11.2024 1.13% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 263'352 CHF 88'784 CHF 96.43% 96.43%
14.11.2024 1.13% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 264'870 CHF 89'290 CHF 97.73% 97.73%
13.11.2024 1.14% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 261'052 CHF 88'017 CHF 94.91% 94.91%
12.11.2024 1.20% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 249'050 CHF 84'017 CHF 96.49% 96.49%
11.11.2024 1.22% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 244'277 CHF 82'426 CHF 97.81% 97.81%
08.11.2024 1.28% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 232'324 CHF 78'442 CHF 92.37% 92.37%
07.11.2024 1.31% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 227'383 CHF 76'794 CHF 98.20% 98.20%

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