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 2.90% 0.31 CHF 0.32 CHF 305'000 305'000 299'939 299'939 102'008 CHF 105'007 CHF 99.82% 99.82%
19.11.2024 2.97% 0.33 CHF 0.34 CHF 300'000 300'000 300'097 300'097 99'762 CHF 102'763 CHF 98.76% 98.76%
18.11.2024 2.07% 0.45 CHF 0.46 CHF 290'000 290'000 288'155 288'155 137'638 CHF 140'520 CHF 100.00% 100.00%
15.11.2024 1.88% 0.52 CHF 0.53 CHF 285'000 285'000 283'476 283'476 149'389 CHF 152'224 CHF 99.59% 99.59%
14.11.2024 1.69% 0.54 CHF 0.55 CHF 285'000 285'000 278'045 278'045 163'231 CHF 166'011 CHF 98.13% 98.13%
13.11.2024 2.78% 0.36 CHF 0.37 CHF 300'000 300'000 297'577 297'577 105'618 CHF 108'594 CHF 99.81% 99.81%
12.11.2024 2.35% 0.34 CHF 0.35 CHF 300'000 300'000 291'917 291'917 123'234 CHF 126'153 CHF 99.19% 99.19%
11.11.2024 1.95% 0.50 CHF 0.51 CHF 285'000 285'000 283'825 283'825 144'314 CHF 147'152 CHF 100.00% 100.00%
08.11.2024 2.10% 0.45 CHF 0.46 CHF 290'000 290'000 287'692 287'692 135'868 CHF 138'745 CHF 98.96% 98.96%
07.11.2024 1.96% 0.55 CHF 0.56 CHF 280'000 280'000 283'386 283'386 143'184 CHF 146'018 CHF 99.67% 99.67%

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