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 2.64% 0.36 CHF 0.37 CHF 750'000 100'000 750'000 100'000 280'508 CHF 38'401 CHF 96.58% 96.58%
19.11.2024 2.55% 0.39 CHF 0.40 CHF 750'000 100'000 750'000 100'000 290'540 CHF 39'739 CHF 97.44% 97.44%
18.11.2024 2.43% 0.41 CHF 0.42 CHF 750'000 100'000 750'000 100'000 304'301 CHF 41'574 CHF 92.53% 92.53%
15.11.2024 2.33% 0.41 CHF 0.42 CHF 750'000 100'000 750'000 100'000 318'218 CHF 43'429 CHF 97.24% 97.24%
14.11.2024 2.39% 0.43 CHF 0.44 CHF 750'000 100'000 750'000 100'000 309'954 CHF 42'327 CHF 98.36% 98.36%
13.11.2024 2.64% 0.38 CHF 0.39 CHF 750'000 100'000 750'000 100'000 280'875 CHF 38'450 CHF 92.91% 92.91%
12.11.2024 2.47% 0.38 CHF 0.39 CHF 750'000 100'000 750'000 100'000 300'006 CHF 41'001 CHF 96.48% 96.48%
11.11.2024 2.32% 0.43 CHF 0.44 CHF 750'000 100'000 750'000 100'000 319'109 CHF 43'548 CHF 91.03% 91.03%
08.11.2024 2.36% 0.42 CHF 0.43 CHF 750'000 100'000 750'000 100'000 314'215 CHF 42'895 CHF 92.19% 92.19%
07.11.2024 2.32% 0.43 CHF 0.44 CHF 750'000 100'000 750'000 100'000 319'428 CHF 43'590 CHF 98.68% 98.68%

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