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
30.10.2024 1.26% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 354'749 CHF 119'750 CHF 99.43% 99.43%
29.10.2024 1.24% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 361'412 CHF 121'971 CHF 97.56% 97.56%
28.10.2024 1.22% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 366'082 CHF 123'527 CHF 96.67% 96.67%
25.10.2024 1.20% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 373'598 CHF 126'033 CHF 98.53% 98.53%
24.10.2024 1.17% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 383'529 CHF 129'343 CHF 99.46% 99.46%
23.10.2024 1.15% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 389'982 CHF 131'494 CHF 96.83% 96.83%
22.10.2024 1.42% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 316'958 CHF 107'153 CHF 83.57% 83.57%
21.10.2024 1.48% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 302'111 CHF 102'204 CHF 91.13% 91.13%
18.10.2024 1.45% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 308'954 CHF 104'485 CHF 96.41% 96.41%
17.10.2024 1.48% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 301'474 CHF 101'991 CHF 98.19% 98.19%

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