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 1.31% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 227'368 CHF 76'789 CHF 99.38% 99.38%
19.11.2024 1.32% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 225'843 CHF 76'281 CHF 98.89% 98.89%
18.11.2024 1.30% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 229'552 CHF 77'517 CHF 97.42% 97.42%
15.11.2024 1.31% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 228'065 CHF 77'022 CHF 99.37% 99.37%
14.11.2024 1.55% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 192'361 CHF 65'120 CHF 99.37% 99.37%
13.11.2024 1.59% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 187'293 CHF 63'431 CHF 96.84% 96.84%
12.11.2024 1.69% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 176'239 CHF 59'746 CHF 96.95% 96.95%
11.11.2024 1.81% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 163'961 CHF 55'654 CHF 98.78% 98.78%
08.11.2024 1.81% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 163'921 CHF 55'640 CHF 93.32% 93.32%
07.11.2024 1.74% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 170'757 CHF 57'919 CHF 98.69% 98.69%

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