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 2.39% 0.41 CHF 0.42 CHF 600'000 200'000 589'533 196'511 243'707 CHF 83'201 CHF 99.38% 99.38%
19.11.2024 2.50% 0.39 CHF 0.40 CHF 600'000 200'000 600'000 200'000 237'606 CHF 81'202 CHF 96.68% 96.68%
18.11.2024 2.01% 0.38 CHF 0.39 CHF 600'000 200'000 477'135 159'045 235'425 CHF 80'066 CHF 97.63% 97.63%
15.11.2024 1.94% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 230'471 CHF 78'324 CHF 96.70% 96.70%
14.11.2024 2.02% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 221'181 CHF 75'227 CHF 99.34% 99.34%
13.11.2024 2.02% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 221'040 CHF 75'180 CHF 99.37% 99.37%
12.11.2024 1.98% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 225'499 CHF 76'666 CHF 99.35% 99.35%
11.11.2024 1.86% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 239'470 CHF 81'323 CHF 99.34% 99.34%
08.11.2024 1.74% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 256'433 CHF 86'978 CHF 99.27% 99.27%
07.11.2024 1.43% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 313'830 CHF 106'110 CHF 98.48% 98.48%

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