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
22.11.2024 2.02% 0.51 CHF 0.52 CHF 225'000 75'000 225'000 75'000 110'144 CHF 37'465 CHF 99.29% 99.29%
20.11.2024 2.00% 0.47 CHF 0.48 CHF 300'000 100'000 252'697 84'232 124'607 CHF 42'378 CHF 99.38% 99.38%
19.11.2024 2.11% 0.48 CHF 0.49 CHF 300'000 100'000 294'092 98'031 137'972 CHF 46'971 CHF 99.37% 99.37%
18.11.2024 2.02% 0.49 CHF 0.50 CHF 300'000 100'000 264'279 88'093 129'604 CHF 44'082 CHF 99.38% 99.38%
15.11.2024 1.94% 0.51 CHF 0.52 CHF 300'000 100'000 276'598 92'199 141'356 CHF 48'041 CHF 99.36% 99.36%
14.11.2024 1.91% 0.51 CHF 0.52 CHF 300'000 100'000 270'491 90'164 140'448 CHF 47'718 CHF 99.38% 99.38%
13.11.2024 1.96% 0.50 CHF 0.51 CHF 300'000 100'000 284'304 94'768 143'415 CHF 48'753 CHF 99.37% 99.37%
12.11.2024 1.82% 0.52 CHF 0.53 CHF 300'000 100'000 269'096 89'699 146'678 CHF 49'790 CHF 99.15% 99.15%
11.11.2024 1.74% 0.57 CHF 0.58 CHF 225'000 75'000 225'000 75'000 128'357 CHF 43'536 CHF 99.38% 99.38%
08.11.2024 1.89% 0.53 CHF 0.54 CHF 300'000 100'000 298'507 99'502 156'082 CHF 53'022 CHF 99.38% 99.38%

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