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 2.07% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 287'618 CHF 97'873 CHF 96.17% 96.17%
19.11.2024 1.97% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 301'752 CHF 102'584 CHF 94.98% 94.98%
18.11.2024 1.85% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 321'175 CHF 109'058 CHF 96.39% 96.39%
15.11.2024 1.87% 0.58 CHF 0.59 CHF 600'000 200'000 600'000 200'000 317'882 CHF 107'961 CHF 96.43% 96.43%
14.11.2024 1.89% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 314'071 CHF 106'690 CHF 97.34% 97.34%
13.11.2024 1.85% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 322'446 CHF 109'482 CHF 97.81% 97.81%
12.11.2024 1.73% 0.55 CHF 0.56 CHF 600'000 200'000 600'000 200'000 343'372 CHF 116'457 CHF 98.86% 98.86%
11.11.2024 1.68% 0.59 CHF 0.60 CHF 600'000 200'000 600'000 200'000 354'382 CHF 120'127 CHF 98.61% 98.61%
08.11.2024 1.57% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 378'926 CHF 128'309 CHF 97.12% 97.12%
07.11.2024 1.52% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 390'873 CHF 132'291 CHF 98.24% 98.24%

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