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 3.19% 0.40 CHF 0.41 CHF 300'000 150'000 300'000 150'000 120'283 CHF 62'091 CHF 99.36% 99.36%
19.11.2024 3.63% 0.36 CHF 0.37 CHF 300'000 150'000 300'000 150'000 105'436 CHF 54'668 CHF 99.38% 99.38%
18.11.2024 3.42% 0.38 CHF 0.39 CHF 300'000 150'000 300'000 150'000 112'101 CHF 58'001 CHF 99.23% 99.23%
15.11.2024 3.42% 0.37 CHF 0.38 CHF 300'000 150'000 300'000 150'000 112'233 CHF 58'067 CHF 99.37% 99.37%
14.11.2024 3.11% 0.41 CHF 0.43 CHF 300'000 150'000 300'000 150'000 123'589 CHF 63'744 CHF 99.37% 99.37%
13.11.2024 3.03% 0.42 CHF 0.43 CHF 300'000 150'000 300'000 150'000 126'921 CHF 65'410 CHF 99.36% 99.36%
12.11.2024 2.78% 0.44 CHF 0.46 CHF 300'000 150'000 300'000 150'000 138'305 CHF 71'103 CHF 99.37% 99.37%
11.11.2024 2.53% 0.49 CHF 0.50 CHF 300'000 150'000 300'000 150'000 152'391 CHF 78'146 CHF 99.37% 99.37%
08.11.2024 2.46% 0.51 CHF 0.52 CHF 300'000 150'000 300'000 150'000 156'684 CHF 80'292 CHF 99.25% 99.25%
07.11.2024 2.40% 0.53 CHF 0.54 CHF 300'000 150'000 300'000 150'000 160'793 CHF 82'347 CHF 99.29% 99.29%

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