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 3.03% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 146'704 CHF 50'401 CHF 88.20% 88.20%
19.11.2024 3.41% 0.28 CHF 0.29 CHF 450'000 150'000 486'051 162'017 140'063 CHF 48'308 CHF 88.27% 88.27%
18.11.2024 3.20% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 138'493 CHF 47'664 CHF 89.51% 89.51%
15.11.2024 2.68% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 165'662 CHF 56'721 CHF 93.37% 93.37%
14.11.2024 2.64% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 168'726 CHF 57'742 CHF 90.02% 90.02%
13.11.2024 2.66% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 167'493 CHF 57'331 CHF 96.34% 96.34%
12.11.2024 2.45% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 181'740 CHF 62'080 CHF 94.51% 94.51%
11.11.2024 2.02% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 220'840 CHF 75'113 CHF 92.94% 92.94%
08.11.2024 2.37% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 187'525 CHF 64'008 CHF 95.75% 95.75%
07.11.2024 2.24% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 200'344 CHF 68'281 CHF 95.13% 95.13%

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