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 1.86% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 159'974 CHF 54'325 CHF 99.43% 99.43%
20.11.2024 1.69% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 176'341 CHF 59'780 CHF 99.00% 99.00%
19.11.2024 1.68% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 176'896 CHF 59'965 CHF 99.44% 99.44%
18.11.2024 1.62% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 183'250 CHF 62'083 CHF 97.69% 97.69%
15.11.2024 1.53% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 194'937 CHF 65'979 CHF 99.44% 99.44%
14.11.2024 1.51% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 196'650 CHF 66'550 CHF 99.09% 99.09%
13.11.2024 1.49% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 200'343 CHF 67'781 CHF 96.57% 96.57%
12.11.2024 1.50% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 198'835 CHF 67'278 CHF 96.43% 96.43%
11.11.2024 1.56% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 191'409 CHF 64'803 CHF 98.66% 98.66%
08.11.2024 1.43% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 208'896 CHF 70'632 CHF 90.61% 90.61%

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