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 2.36% 0.38 CHF 0.39 CHF 600'000 150'000 600'000 150'000 251'241 CHF 64'310 CHF 99.37% 99.37%
19.11.2024 2.32% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 255'810 CHF 87'270 CHF 99.37% 99.37%
18.11.2024 2.48% 0.41 CHF 0.42 CHF 600'000 200'000 600'000 200'000 238'621 CHF 81'540 CHF 99.26% 99.26%
15.11.2024 2.70% 0.37 CHF 0.38 CHF 600'000 200'000 600'000 200'000 218'978 CHF 74'993 CHF 99.37% 99.37%
14.11.2024 2.61% 0.40 CHF 0.41 CHF 600'000 200'000 600'000 200'000 226'890 CHF 77'630 CHF 99.36% 99.36%
13.11.2024 2.68% 0.37 CHF 0.38 CHF 600'000 200'000 600'000 200'000 221'460 CHF 75'820 CHF 99.37% 99.37%
12.11.2024 2.23% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 266'180 CHF 90'727 CHF 99.37% 99.37%
11.11.2024 1.90% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 312'285 CHF 106'095 CHF 99.38% 99.38%
08.11.2024 1.87% 0.52 CHF 0.53 CHF 600'000 200'000 600'000 200'000 317'361 CHF 107'787 CHF 99.38% 99.38%
07.11.2024 1.78% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 333'823 CHF 113'274 CHF 98.38% 98.38%

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