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 2.07% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 143'973 CHF 48'991 CHF 99.43% 99.43%
20.11.2024 1.86% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 160'157 CHF 54'386 CHF 99.00% 99.00%
19.11.2024 1.86% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 159'930 CHF 54'310 CHF 99.44% 99.44%
18.11.2024 1.78% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 167'327 CHF 56'776 CHF 97.63% 97.63%
15.11.2024 1.67% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 177'785 CHF 60'262 CHF 99.44% 99.44%
14.11.2024 1.65% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 180'453 CHF 61'151 CHF 99.09% 99.09%
13.11.2024 1.62% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 184'021 CHF 62'341 CHF 96.57% 96.57%
12.11.2024 1.63% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 182'800 CHF 61'933 CHF 96.39% 96.39%
11.11.2024 1.70% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 174'494 CHF 59'165 CHF 98.66% 98.66%
08.11.2024 1.55% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 192'565 CHF 65'188 CHF 90.61% 90.61%

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