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 1.89% 0.52 CHF 0.53 CHF 400'000 25'000 400'000 25'000 209'958 CHF 13'372 CHF 99.36% 99.36%
19.11.2024 1.67% 0.55 CHF 0.56 CHF 400'000 25'000 400'000 25'000 237'536 CHF 15'096 CHF 99.37% 99.37%
18.11.2024 1.49% 0.65 CHF 0.66 CHF 400'000 25'000 400'000 25'000 267'330 CHF 16'958 CHF 99.23% 99.23%
15.11.2024 1.45% 0.70 CHF 0.71 CHF 400'000 25'000 400'000 25'000 274'027 CHF 17'377 CHF 99.37% 99.37%
14.11.2024 1.09% 0.84 CHF 0.85 CHF 400'000 25'000 400'000 25'000 368'044 CHF 23'253 CHF 99.37% 99.37%
13.11.2024 1.01% 1.05 CHF 1.06 CHF 400'000 25'000 400'000 25'000 396'014 CHF 25'001 CHF 98.32% 98.32%
12.11.2024 0.84% 1.14 CHF 1.15 CHF 400'000 25'000 400'000 25'000 471'694 CHF 29'731 CHF 99.37% 99.37%
11.11.2024 0.84% 1.19 CHF 1.20 CHF 400'000 25'000 400'000 25'000 474'834 CHF 29'927 CHF 99.37% 99.37%
08.11.2024 0.91% 1.14 CHF 1.15 CHF 400'000 25'000 400'000 25'000 439'127 CHF 27'696 CHF 99.37% 99.37%
07.11.2024 0.91% 1.10 CHF 1.11 CHF 400'000 25'000 400'000 25'000 439'376 CHF 27'711 CHF 99.29% 99.29%

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