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 1.08% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 277'059 CHF 93'353 CHF 99.34% 99.34%
19.11.2024 1.09% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 273'954 CHF 92'318 CHF 99.34% 99.34%
18.11.2024 1.08% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 276'046 CHF 93'015 CHF 94.69% 94.69%
15.11.2024 1.29% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 231'817 CHF 78'272 CHF 99.36% 99.36%
14.11.2024 1.38% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 215'340 CHF 72'780 CHF 99.35% 99.35%
13.11.2024 1.53% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 195'060 CHF 66'020 CHF 93.56% 93.56%
12.11.2024 1.95% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 152'894 CHF 51'965 CHF 96.93% 96.93%
11.11.2024 1.90% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 156'762 CHF 53'254 CHF 99.38% 99.38%
08.11.2024 1.98% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 150'062 CHF 51'021 CHF 90.81% 90.81%
07.11.2024 1.52% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 197'623 CHF 66'874 CHF 88.27% 88.27%

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