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 2.77% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 214'252 CHF 73'417 CHF 98.93% 98.93%
19.11.2024 2.80% 0.35 CHF 0.36 CHF 600'000 200'000 597'788 199'263 211'257 CHF 72'412 CHF 95.77% 95.77%
18.11.2024 2.06% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 216'005 CHF 73'502 CHF 97.02% 97.02%
15.11.2024 1.88% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 237'867 CHF 80'789 CHF 94.69% 94.69%
14.11.2024 1.66% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 269'550 CHF 91'350 CHF 98.45% 98.45%
13.11.2024 2.60% 0.38 CHF 0.39 CHF 600'000 200'000 600'000 200'000 227'590 CHF 77'863 CHF 98.31% 98.31%
12.11.2024 2.27% 0.37 CHF 0.38 CHF 600'000 200'000 473'003 157'668 205'421 CHF 70'050 CHF 98.36% 98.36%
11.11.2024 1.92% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 232'622 CHF 79'041 CHF 98.74% 98.74%
08.11.2024 2.05% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 218'215 CHF 74'238 CHF 97.69% 97.69%
07.11.2024 1.92% 0.56 CHF 0.57 CHF 450'000 150'000 465'917 155'306 240'401 CHF 81'687 CHF 98.13% 98.13%

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