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 2.82% 0.29 CHF 0.30 CHF 450'000 150'000 321'954 107'318 111'991 CHF 38'404 CHF 99.27% 99.27%
19.11.2024 3.57% 0.32 CHF 0.33 CHF 300'000 100'000 434'763 144'921 119'363 CHF 41'237 CHF 88.73% 88.73%
18.11.2024 3.85% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 114'762 CHF 39'754 CHF 97.53% 97.53%
15.11.2024 3.59% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 123'633 CHF 42'711 CHF 96.37% 96.37%
14.11.2024 2.54% 0.31 CHF 0.32 CHF 300'000 100'000 300'000 100'000 117'187 CHF 40'062 CHF 99.22% 99.22%
13.11.2024 2.18% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 136'659 CHF 46'553 CHF 99.19% 99.19%
12.11.2024 2.27% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 130'716 CHF 44'572 CHF 99.26% 99.26%
11.11.2024 2.46% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 120'596 CHF 41'199 CHF 98.02% 98.02%
08.11.2024 2.28% 0.40 CHF 0.41 CHF 300'000 100'000 299'837 100'000 130'089 CHF 44'386 CHF 99.22% 99.22%
07.11.2024 2.57% 0.42 CHF 0.43 CHF 300'000 100'000 367'646 122'549 140'677 CHF 48'118 CHF 98.66% 98.66%

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