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 2.12% 0.42 CHF 0.43 CHF 750'000 250'000 750'000 250'000 350'657 CHF 119'386 CHF 98.94% 98.94%
19.11.2024 2.37% 0.48 CHF 0.49 CHF 750'000 250'000 750'000 250'000 313'812 CHF 107'104 CHF 99.17% 99.17%
18.11.2024 2.15% 0.49 CHF 0.50 CHF 750'000 250'000 750'000 250'000 346'347 CHF 117'949 CHF 98.48% 98.48%
15.11.2024 3.86% 0.30 CHF 0.31 CHF 900'000 300'000 897'039 299'013 229'733 CHF 79'568 CHF 97.54% 97.54%
14.11.2024 2.74% 0.30 CHF 0.31 CHF 750'000 250'000 756'637 252'212 274'001 CHF 93'856 CHF 97.43% 97.43%
13.11.2024 2.39% 0.37 CHF 0.38 CHF 750'000 250'000 750'000 250'000 310'816 CHF 106'105 CHF 98.31% 98.31%
12.11.2024 1.96% 0.46 CHF 0.47 CHF 750'000 250'000 750'000 250'000 382'745 CHF 130'082 CHF 90.00% 90.00%
11.11.2024 2.12% 0.57 CHF 0.58 CHF 750'000 250'000 750'000 250'000 352'348 CHF 119'949 CHF 93.95% 93.95%
08.11.2024 4.89% 0.30 CHF 0.31 CHF 900'000 300'000 979'151 379'151 199'218 CHF 80'079 CHF 98.76% 98.76%
07.11.2024 6.14% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 484'615 159'006 CHF 81'433 CHF 98.09% 98.09%

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