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 1.75% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 255'070 CHF 86'523 CHF 98.88% 98.88%
19.11.2024 1.68% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 265'555 CHF 90'018 CHF 98.87% 98.87%
18.11.2024 1.52% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 293'059 CHF 99'187 CHF 96.69% 96.69%
15.11.2024 1.48% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 301'486 CHF 101'995 CHF 99.37% 99.37%
14.11.2024 1.41% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 317'276 CHF 107'259 CHF 99.37% 99.37%
13.11.2024 1.48% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 301'141 CHF 101'880 CHF 96.95% 96.95%
12.11.2024 1.49% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 299'801 CHF 101'434 CHF 96.96% 96.96%
11.11.2024 1.62% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 275'535 CHF 93'345 CHF 96.88% 96.88%
08.11.2024 1.76% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 253'672 CHF 86'057 CHF 93.42% 93.42%
07.11.2024 1.71% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 260'396 CHF 88'299 CHF 97.89% 97.89%

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