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 2.07% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 215'565 CHF 73'355 CHF 99.38% 99.38%
19.11.2024 2.19% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 203'773 CHF 69'424 CHF 99.32% 99.32%
18.11.2024 2.62% 0.40 CHF 0.41 CHF 450'000 150'000 518'623 172'874 194'744 CHF 66'643 CHF 99.35% 99.35%
15.11.2024 2.74% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 215'791 CHF 73'930 CHF 99.35% 99.35%
14.11.2024 3.06% 0.37 CHF 0.38 CHF 600'000 200'000 600'000 200'000 193'838 CHF 66'613 CHF 98.59% 98.59%
13.11.2024 2.49% 0.36 CHF 0.37 CHF 600'000 200'000 600'000 200'000 238'264 CHF 81'421 CHF 99.38% 99.38%
12.11.2024 2.50% 0.40 CHF 0.41 CHF 600'000 200'000 600'000 200'000 237'608 CHF 81'203 CHF 96.81% 96.81%
11.11.2024 1.88% 0.45 CHF 0.46 CHF 600'000 200'000 467'164 155'721 247'231 CHF 83'968 CHF 99.37% 99.37%
08.11.2024 1.71% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 261'665 CHF 88'722 CHF 98.95% 98.95%
07.11.2024 1.65% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 271'027 CHF 91'842 CHF 98.61% 98.61%

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