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 1.95% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 228'855 CHF 77'785 CHF 99.36% 99.36%
19.11.2024 1.90% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 234'749 CHF 79'750 CHF 99.31% 99.31%
18.11.2024 1.93% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 230'796 CHF 78'432 CHF 99.38% 99.38%
15.11.2024 1.96% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 227'435 CHF 77'312 CHF 99.38% 99.38%
14.11.2024 2.10% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 212'312 CHF 72'271 CHF 98.02% 98.02%
13.11.2024 2.42% 0.42 CHF 0.43 CHF 300'000 100'000 300'000 100'000 122'669 CHF 41'890 CHF 99.37% 99.37%
12.11.2024 2.15% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 138'256 CHF 47'085 CHF 97.59% 97.59%
11.11.2024 1.90% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 156'412 CHF 53'137 CHF 99.37% 99.37%
08.11.2024 1.85% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 161'176 CHF 54'725 CHF 98.85% 98.85%
07.11.2024 1.68% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 177'281 CHF 60'094 CHF 98.60% 98.60%

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