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 2.34% 0.40 CHF 0.41 CHF 600'000 200'000 600'000 200'000 253'782 CHF 86'594 CHF 98.94% 98.94%
19.11.2024 2.36% 0.42 CHF 0.43 CHF 600'000 200'000 600'000 200'000 251'483 CHF 85'828 CHF 95.76% 95.76%
18.11.2024 1.84% 0.51 CHF 0.52 CHF 600'000 200'000 498'842 166'281 268'322 CHF 91'104 CHF 96.93% 96.93%
15.11.2024 1.70% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 262'696 CHF 89'066 CHF 94.93% 94.93%
14.11.2024 1.53% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 292'877 CHF 99'126 CHF 98.41% 98.41%
13.11.2024 2.24% 0.44 CHF 0.45 CHF 600'000 200'000 600'000 200'000 264'679 CHF 90'226 CHF 98.32% 98.32%
12.11.2024 2.00% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 297'818 CHF 101'273 CHF 98.35% 98.35%
11.11.2024 1.73% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 258'300 CHF 87'600 CHF 98.73% 98.73%
08.11.2024 1.82% 0.52 CHF 0.53 CHF 600'000 200'000 567'997 189'332 307'980 CHF 104'553 CHF 97.71% 97.71%
07.11.2024 1.72% 0.61 CHF 0.62 CHF 600'000 200'000 600'000 200'000 345'673 CHF 117'224 CHF 98.14% 98.14%

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