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 1.73% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 171'590 CHF 58'197 CHF 99.35% 99.35%
19.11.2024 1.72% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 173'303 CHF 58'768 CHF 99.35% 99.35%
18.11.2024 1.71% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 173'565 CHF 58'855 CHF 94.70% 94.70%
15.11.2024 1.36% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 219'055 CHF 74'018 CHF 99.37% 99.37%
14.11.2024 1.26% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 236'378 CHF 79'793 CHF 99.35% 99.35%
13.11.2024 1.18% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 253'447 CHF 85'482 CHF 93.56% 93.56%
12.11.2024 1.01% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 295'318 CHF 99'439 CHF 96.94% 96.94%
11.11.2024 1.03% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 290'853 CHF 97'951 CHF 99.38% 99.38%
08.11.2024 1.01% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 294'304 CHF 99'101 CHF 90.82% 90.82%
07.11.2024 1.20% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 248'741 CHF 83'914 CHF 88.28% 88.28%

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