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 2.05% 0.47 CHF 0.48 CHF 150'000 50'000 150'000 50'000 72'467 CHF 24'656 CHF 99.38% 99.38%
19.11.2024 2.08% 0.49 CHF 0.50 CHF 150'000 50'000 150'000 50'000 71'395 CHF 24'298 CHF 99.38% 99.38%
18.11.2024 2.21% 0.46 CHF 0.47 CHF 150'000 50'000 150'000 50'000 67'270 CHF 22'923 CHF 97.61% 97.61%
15.11.2024 1.86% 0.47 CHF 0.48 CHF 150'000 50'000 150'000 50'000 80'192 CHF 27'231 CHF 99.38% 99.38%
14.11.2024 1.80% 0.51 CHF 0.52 CHF 150'000 50'000 150'000 50'000 84'014 CHF 28'505 CHF 93.44% 93.44%
13.11.2024 1.46% 0.67 CHF 0.68 CHF 150'000 50'000 150'000 50'000 101'976 CHF 34'492 CHF 96.85% 96.85%
12.11.2024 1.44% 0.70 CHF 0.71 CHF 150'000 50'000 150'000 50'000 103'616 CHF 35'039 CHF 96.85% 96.85%
11.11.2024 1.41% 0.70 CHF 0.71 CHF 150'000 50'000 150'000 50'000 105'855 CHF 35'785 CHF 99.14% 99.14%
08.11.2024 1.40% 0.71 CHF 0.72 CHF 150'000 50'000 150'000 50'000 106'750 CHF 36'083 CHF 90.38% 90.38%
07.11.2024 1.40% 0.71 CHF 0.72 CHF 150'000 50'000 150'000 50'000 106'375 CHF 35'958 CHF 97.31% 97.31%

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