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 2.55% 0.38 CHF 0.39 CHF 1'500'000 150'000 1'500'000 150'000 580'889 CHF 59'589 CHF 99.38% 99.38%
19.11.2024 2.91% 0.35 CHF 0.36 CHF 1'500'000 150'000 1'500'000 150'000 509'246 CHF 52'425 CHF 99.37% 99.37%
18.11.2024 2.80% 0.36 CHF 0.37 CHF 1'500'000 150'000 1'500'000 150'000 528'854 CHF 54'385 CHF 99.26% 99.26%
15.11.2024 2.61% 0.36 CHF 0.37 CHF 1'500'000 150'000 1'500'000 150'000 567'944 CHF 58'294 CHF 99.38% 99.38%
14.11.2024 2.65% 0.38 CHF 0.39 CHF 1'500'000 150'000 1'500'000 150'000 558'309 CHF 57'331 CHF 99.37% 99.37%
13.11.2024 2.73% 0.34 CHF 0.35 CHF 1'500'000 150'000 1'500'000 150'000 542'978 CHF 55'798 CHF 99.37% 99.37%
12.11.2024 2.56% 0.35 CHF 0.36 CHF 1'500'000 150'000 1'500'000 150'000 579'078 CHF 59'408 CHF 99.38% 99.38%
11.11.2024 2.32% 0.43 CHF 0.44 CHF 1'500'000 150'000 1'500'000 150'000 640'426 CHF 65'543 CHF 99.37% 99.37%
08.11.2024 2.35% 0.44 CHF 0.45 CHF 1'500'000 150'000 1'500'000 150'000 631'749 CHF 64'675 CHF 99.37% 99.37%
07.11.2024 2.46% 0.41 CHF 0.42 CHF 1'500'000 150'000 1'500'000 150'000 601'968 CHF 61'697 CHF 98.37% 98.37%

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