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 1.28% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 233'849 CHF 78'950 CHF 99.37% 99.37%
19.11.2024 1.30% 0.85 CHF 0.86 CHF 300'000 100'000 300'000 100'000 230'754 CHF 77'918 CHF 96.93% 96.93%
18.11.2024 1.45% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 206'087 CHF 69'696 CHF 95.37% 95.37%
15.11.2024 1.45% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 204'793 CHF 69'264 CHF 99.38% 99.38%
14.11.2024 1.33% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 224'770 CHF 75'923 CHF 99.37% 99.37%
13.11.2024 1.37% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 216'744 CHF 73'248 CHF 92.33% 92.33%
12.11.2024 1.46% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 204'643 CHF 69'214 CHF 96.98% 96.98%
11.11.2024 1.40% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 213'482 CHF 72'161 CHF 97.56% 97.56%
08.11.2024 1.51% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 197'724 CHF 66'908 CHF 93.15% 93.15%
07.11.2024 1.58% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 188'615 CHF 63'872 CHF 98.70% 98.70%

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