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
22.11.2024 1.90% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 235'078 CHF 79'859 CHF 99.10% 99.10%
20.11.2024 2.24% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 199'140 CHF 67'880 CHF 98.68% 98.68%
19.11.2024 2.26% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 197'250 CHF 67'250 CHF 98.90% 98.90%
18.11.2024 2.38% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 186'836 CHF 63'779 CHF 99.37% 99.37%
15.11.2024 2.65% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 168'023 CHF 57'508 CHF 99.39% 99.39%
14.11.2024 2.71% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 163'901 CHF 56'134 CHF 97.77% 97.77%
13.11.2024 2.87% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 154'521 CHF 53'007 CHF 98.99% 98.99%
12.11.2024 2.84% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 156'180 CHF 53'560 CHF 95.50% 95.50%
11.11.2024 2.67% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 166'327 CHF 56'942 CHF 98.54% 98.54%
08.11.2024 3.29% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 134'755 CHF 46'418 CHF 99.29% 99.29%

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