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
22.11.2024 2.82% 0.41 CHF 0.42 CHF 150'000 50'000 150'000 50'000 52'712 CHF 18'071 CHF 99.36% 99.36%
20.11.2024 2.59% 0.39 CHF 0.40 CHF 150'000 50'000 150'000 50'000 57'143 CHF 19'548 CHF 98.93% 98.93%
19.11.2024 3.02% 0.36 CHF 0.37 CHF 150'000 50'000 150'000 50'000 49'160 CHF 16'887 CHF 98.90% 98.90%
18.11.2024 3.47% 0.30 CHF 0.31 CHF 150'000 50'000 150'000 50'000 42'542 CHF 14'681 CHF 97.02% 97.02%
15.11.2024 3.93% 0.26 CHF 0.27 CHF 150'000 50'000 150'000 50'000 37'453 CHF 12'984 CHF 99.37% 99.37%
14.11.2024 3.32% 0.28 CHF 0.29 CHF 150'000 50'000 150'000 50'000 44'389 CHF 15'296 CHF 99.37% 99.37%
13.11.2024 2.69% 0.33 CHF 0.34 CHF 150'000 50'000 150'000 49'998 55'197 CHF 18'898 CHF 96.85% 96.85%
12.11.2024 2.33% 0.36 CHF 0.37 CHF 150'000 50'000 150'000 50'000 63'853 CHF 21'785 CHF 96.82% 96.82%
11.11.2024 2.02% 0.45 CHF 0.46 CHF 150'000 50'000 150'000 50'000 73'492 CHF 24'997 CHF 98.88% 98.88%
08.11.2024 2.08% 0.47 CHF 0.48 CHF 150'000 50'000 149'998 50'000 71'295 CHF 24'266 CHF 93.76% 93.76%

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