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 2.12% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 209'669 CHF 71'390 CHF 97.79% 97.79%
19.11.2024 2.07% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 215'175 CHF 73'225 CHF 98.49% 98.49%
18.11.2024 2.05% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 216'960 CHF 73'820 CHF 98.90% 98.90%
15.11.2024 1.66% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 269'196 CHF 91'232 CHF 97.62% 97.62%
14.11.2024 1.53% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 292'647 CHF 99'049 CHF 95.77% 95.77%
13.11.2024 1.42% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 315'566 CHF 106'689 CHF 96.28% 96.28%
12.11.2024 1.21% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 369'452 CHF 124'651 CHF 98.25% 98.25%
11.11.2024 1.24% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 362'502 CHF 122'334 CHF 97.66% 97.66%
08.11.2024 1.22% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 367'470 CHF 123'990 CHF 96.28% 96.28%
07.11.2024 1.41% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 317'671 CHF 107'390 CHF 98.03% 98.03%

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