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 1.80% 0.52 CHF 0.53 CHF 305'000 305'000 299'943 299'943 165'302 CHF 168'301 CHF 99.94% 99.94%
19.11.2024 1.83% 0.54 CHF 0.55 CHF 300'000 300'000 300'112 300'112 162'951 CHF 165'952 CHF 98.73% 98.73%
18.11.2024 1.44% 0.66 CHF 0.67 CHF 290'000 290'000 288'154 288'154 198'631 CHF 201'512 CHF 99.99% 99.99%
15.11.2024 1.34% 0.73 CHF 0.74 CHF 285'000 285'000 283'474 283'474 209'544 CHF 212'379 CHF 99.35% 99.35%
14.11.2024 1.25% 0.75 CHF 0.76 CHF 285'000 285'000 278'038 278'038 222'043 CHF 224'824 CHF 96.95% 96.95%
13.11.2024 1.75% 0.57 CHF 0.58 CHF 300'000 300'000 297'577 297'577 168'738 CHF 171'714 CHF 99.72% 99.72%
12.11.2024 1.57% 0.55 CHF 0.56 CHF 300'000 300'000 291'905 291'905 185'064 CHF 187'983 CHF 99.05% 99.05%
11.11.2024 1.38% 0.71 CHF 0.72 CHF 285'000 285'000 283'824 283'824 204'579 CHF 207'417 CHF 99.94% 99.94%
08.11.2024 1.45% 0.66 CHF 0.67 CHF 290'000 290'000 287'693 287'693 196'934 CHF 199'811 CHF 98.95% 98.95%
07.11.2024 1.38% 0.76 CHF 0.77 CHF 280'000 280'000 283'383 283'383 203'467 CHF 206'300 CHF 99.56% 99.56%

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