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 4.37% 0.21 CHF 0.22 CHF 1'500'000 150'000 1'500'000 150'000 336'037 CHF 35'104 CHF 99.37% 99.37%
19.11.2024 5.78% 0.17 CHF 0.18 CHF 1'500'000 150'000 1'500'000 150'000 253'166 CHF 26'817 CHF 99.37% 99.37%
18.11.2024 5.30% 0.19 CHF 0.20 CHF 1'500'000 150'000 1'500'000 150'000 275'989 CHF 29'099 CHF 99.25% 99.25%
15.11.2024 4.49% 0.20 CHF 0.21 CHF 1'500'000 150'000 1'500'000 150'000 327'261 CHF 34'226 CHF 99.38% 99.38%
14.11.2024 4.57% 0.22 CHF 0.23 CHF 1'500'000 150'000 1'500'000 150'000 321'992 CHF 33'699 CHF 99.36% 99.36%
13.11.2024 4.77% 0.19 CHF 0.20 CHF 1'500'000 150'000 1'500'000 150'000 308'377 CHF 32'338 CHF 99.37% 99.37%
12.11.2024 4.27% 0.20 CHF 0.21 CHF 1'500'000 150'000 1'500'000 150'000 346'454 CHF 36'145 CHF 99.37% 99.37%
11.11.2024 3.58% 0.28 CHF 0.29 CHF 1'500'000 150'000 1'500'000 150'000 412'462 CHF 42'746 CHF 99.37% 99.37%
08.11.2024 3.62% 0.29 CHF 0.30 CHF 1'500'000 150'000 1'500'000 150'000 407'745 CHF 42'275 CHF 99.37% 99.37%
07.11.2024 3.91% 0.27 CHF 0.28 CHF 1'500'000 150'000 1'500'000 150'000 376'225 CHF 39'123 CHF 98.36% 98.36%

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