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 2.19% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 203'475 CHF 69'325 CHF 98.93% 98.93%
19.11.2024 2.24% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 199'107 CHF 67'869 CHF 95.77% 95.77%
18.11.2024 1.63% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 274'088 CHF 92'863 CHF 96.95% 96.95%
15.11.2024 1.48% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 301'439 CHF 101'980 CHF 94.77% 94.77%
14.11.2024 1.33% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 336'220 CHF 113'573 CHF 98.56% 98.56%
13.11.2024 2.07% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 215'592 CHF 73'364 CHF 98.29% 98.29%
12.11.2024 1.79% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 249'804 CHF 84'768 CHF 98.33% 98.33%
11.11.2024 1.51% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 295'087 CHF 99'862 CHF 98.73% 98.73%
08.11.2024 1.62% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 275'745 CHF 93'415 CHF 97.70% 97.70%
07.11.2024 1.52% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 294'272 CHF 99'591 CHF 98.15% 98.15%

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