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 2.31% 0.42 CHF 0.43 CHF 600'000 200'000 600'000 200'000 256'931 CHF 87'644 CHF 99.38% 99.38%
19.11.2024 2.21% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 269'428 CHF 91'809 CHF 99.38% 99.38%
18.11.2024 2.32% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 256'741 CHF 87'580 CHF 99.38% 99.38%
15.11.2024 2.32% 0.40 CHF 0.41 CHF 600'000 200'000 600'000 200'000 255'481 CHF 87'160 CHF 99.34% 99.34%
14.11.2024 2.21% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 268'934 CHF 91'645 CHF 99.38% 99.38%
13.11.2024 2.39% 0.50 CHF 0.51 CHF 600'000 200'000 600'000 200'000 249'451 CHF 85'150 CHF 99.38% 99.38%
12.11.2024 1.60% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 372'259 CHF 126'086 CHF 99.16% 99.16%
11.11.2024 1.46% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 407'204 CHF 137'735 CHF 99.13% 99.13%
08.11.2024 1.57% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 379'349 CHF 128'450 CHF 99.37% 99.37%
07.11.2024 1.53% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 387'999 CHF 131'333 CHF 98.56% 98.56%

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