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 2.64% 0.34 CHF 0.35 CHF 300'000 50'000 300'000 50'000 112'541 CHF 19'257 CHF 99.17% 99.17%
19.11.2024 2.88% 0.35 CHF 0.36 CHF 300'000 50'000 300'000 50'000 102'894 CHF 17'649 CHF 99.16% 99.16%
18.11.2024 2.57% 0.39 CHF 0.40 CHF 300'000 50'000 300'000 50'000 115'606 CHF 19'768 CHF 99.23% 99.23%
15.11.2024 2.14% 0.44 CHF 0.45 CHF 300'000 50'000 300'000 50'000 138'464 CHF 23'577 CHF 99.17% 99.17%
14.11.2024 1.84% 0.51 CHF 0.52 CHF 300'000 50'000 300'000 50'000 161'228 CHF 27'371 CHF 99.15% 99.15%
13.11.2024 1.82% 0.55 CHF 0.56 CHF 300'000 50'000 300'000 50'000 163'381 CHF 27'730 CHF 99.16% 99.16%
12.11.2024 1.83% 0.54 CHF 0.55 CHF 300'000 50'000 300'000 50'000 162'130 CHF 27'522 CHF 99.16% 99.16%
11.11.2024 1.68% 0.59 CHF 0.60 CHF 300'000 50'000 300'000 50'000 176'970 CHF 29'995 CHF 99.16% 99.16%
08.11.2024 1.83% 0.55 CHF 0.56 CHF 300'000 50'000 300'000 50'000 162'753 CHF 27'625 CHF 99.16% 99.16%
07.11.2024 1.83% 0.55 CHF 0.56 CHF 300'000 50'000 300'000 50'000 162'843 CHF 27'641 CHF 98.26% 98.26%

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