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 2.00% 0.49 CHF 0.50 CHF 600'000 200'000 600'000 200'000 297'024 CHF 101'008 CHF 98.89% 98.89%
19.11.2024 2.07% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 286'452 CHF 97'484 CHF 99.24% 99.24%
18.11.2024 2.10% 0.49 CHF 0.50 CHF 600'000 200'000 600'000 200'000 282'793 CHF 96'264 CHF 98.97% 98.97%
15.11.2024 1.97% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 301'930 CHF 102'643 CHF 99.26% 99.26%
14.11.2024 1.74% 0.55 CHF 0.56 CHF 600'000 200'000 600'000 200'000 342'200 CHF 116'067 CHF 97.67% 97.67%
13.11.2024 1.61% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 370'069 CHF 125'356 CHF 99.19% 99.19%
12.11.2024 1.46% 0.61 CHF 0.62 CHF 600'000 200'000 583'070 194'357 397'987 CHF 134'606 CHF 99.20% 99.20%
11.11.2024 1.25% 0.74 CHF 0.75 CHF 450'000 150'000 453'258 151'086 361'574 CHF 122'035 CHF 99.31% 99.31%
08.11.2024 1.17% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 382'049 CHF 128'850 CHF 98.58% 98.58%
07.11.2024 1.15% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 520'286 CHF 175'429 CHF 98.49% 98.49%

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