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
03.12.2024 1.78% 0.57 CHF 0.58 CHF 375'000 125'000 375'000 125'000 208'891 CHF 70'880 CHF 99.43% 99.43%
02.12.2024 2.36% 0.48 CHF 0.49 CHF 375'000 125'000 375'000 125'000 157'410 CHF 53'720 CHF 98.54% 98.54%
29.11.2024 2.61% 0.48 CHF 0.49 CHF 375'000 125'000 322'693 108'397 124'034 CHF 42'746 CHF 99.38% 99.38%
28.11.2024 2.40% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 123'727 CHF 42'242 CHF 98.34% 98.34%
27.11.2024 3.23% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 91'545 CHF 31'515 CHF 99.37% 99.37%
26.11.2024 2.63% 0.35 CHF 0.36 CHF 300'000 100'000 300'000 100'000 112'903 CHF 38'634 CHF 97.47% 97.47%
25.11.2024 2.29% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 129'598 CHF 44'199 CHF 99.37% 99.37%
22.11.2024 2.78% 0.37 CHF 0.38 CHF 300'000 100'000 300'000 100'000 106'847 CHF 36'616 CHF 99.37% 99.37%
20.11.2024 3.74% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 79'610 CHF 27'537 CHF 99.37% 99.37%
19.11.2024 3.60% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 82'108 CHF 28'369 CHF 98.91% 98.91%

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