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 2.28% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 130'348 CHF 44'450 CHF 99.38% 99.38%
19.11.2024 2.28% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 130'258 CHF 44'419 CHF 99.37% 99.37%
18.11.2024 2.24% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 132'434 CHF 45'145 CHF 99.22% 99.22%
15.11.2024 2.03% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 146'565 CHF 49'855 CHF 99.37% 99.37%
14.11.2024 1.98% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 149'822 CHF 50'941 CHF 99.38% 99.38%
13.11.2024 2.01% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 148'081 CHF 50'360 CHF 99.37% 99.37%
12.11.2024 1.92% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 154'850 CHF 52'617 CHF 99.37% 99.37%
11.11.2024 1.78% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 167'027 CHF 56'676 CHF 99.37% 99.37%
08.11.2024 1.82% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 163'398 CHF 55'466 CHF 99.36% 99.36%
07.11.2024 1.77% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 168'098 CHF 57'033 CHF 99.28% 99.28%

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