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 1.96% 0.51 CHF 0.52 CHF 500'000 100'000 500'000 100'000 252'026 CHF 51'405 CHF 99.27% 99.27%
19.11.2024 1.77% 0.56 CHF 0.57 CHF 500'000 100'000 500'000 100'000 280'087 CHF 57'017 CHF 99.27% 99.27%
18.11.2024 2.00% 0.49 CHF 0.50 CHF 500'000 100'000 500'000 100'000 247'478 CHF 50'496 CHF 99.27% 99.27%
15.11.2024 2.15% 0.48 CHF 0.49 CHF 500'000 100'000 500'000 100'000 230'575 CHF 47'115 CHF 99.27% 99.27%
14.11.2024 2.07% 0.43 CHF 0.44 CHF 500'000 100'000 500'000 100'000 239'265 CHF 48'853 CHF 99.27% 99.27%
13.11.2024 1.80% 0.52 CHF 0.53 CHF 500'000 100'000 500'000 100'000 276'201 CHF 56'240 CHF 99.27% 99.27%
12.11.2024 2.33% 0.47 CHF 0.48 CHF 500'000 100'000 500'000 100'000 212'631 CHF 43'526 CHF 99.25% 99.25%
11.11.2024 2.47% 0.39 CHF 0.40 CHF 500'000 100'000 500'000 100'000 199'764 CHF 40'953 CHF 99.27% 99.27%
08.11.2024 2.16% 0.46 CHF 0.47 CHF 500'000 100'000 500'000 100'000 228'885 CHF 46'777 CHF 99.25% 99.25%
07.11.2024 2.06% 0.48 CHF 0.49 CHF 500'000 100'000 500'000 100'000 240'049 CHF 49'010 CHF 1.12% 1.12%

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