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 2.18% 0.42 CHF 0.43 CHF 600'000 600'000 312'797 312'797 142'925 CHF 146'063 CHF 99.90% 99.90%
19.11.2024 2.43% 0.47 CHF 0.48 CHF 610'000 610'000 330'904 330'904 139'979 CHF 143'295 CHF 99.55% 99.55%
18.11.2024 3.12% 0.48 CHF 0.49 CHF 700'000 700'000 370'705 370'705 173'419 CHF 178'483 CHF 97.74% 97.74%
15.11.2024 3.95% 0.30 CHF 0.31 CHF 830'000 830'000 446'415 446'415 117'435 CHF 121'909 CHF 99.27% 99.27%
14.11.2024 2.85% 0.30 CHF 0.31 CHF 700'000 700'000 358'261 358'261 123'885 CHF 127'482 CHF 98.83% 98.83%
13.11.2024 2.49% 0.37 CHF 0.38 CHF 700'000 700'000 357'163 357'163 144'863 CHF 148'450 CHF 99.34% 99.34%
12.11.2024 6.34% 0.46 CHF 0.47 CHF 600'000 600'000 209'235 209'235 99'160 CHF 102'261 CHF 93.87% 93.87%
11.11.2024 2.15% 0.57 CHF 0.58 CHF 690'000 690'000 373'400 373'400 178'308 CHF 182'047 CHF 97.29% 97.29%
08.11.2024 5.16% 0.29 CHF 0.30 CHF 1'000'000 1'000'000 533'063 533'063 114'976 CHF 120'330 CHF 99.69% 99.69%
07.11.2024 6.46% 0.19 CHF 0.20 CHF 1'000'000 1'000'000 577'487 577'487 92'458 CHF 98'257 CHF 99.77% 99.77%

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