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 2.63% 0.37 CHF 0.38 CHF 500'000 500'000 253'389 253'389 94'828 CHF 97'362 CHF 99.63% 99.63%
19.11.2024 2.39% 0.42 CHF 0.43 CHF 250'000 250'000 200'082 200'082 87'694 CHF 89'754 CHF 99.64% 99.64%
18.11.2024 2.13% 0.45 CHF 0.46 CHF 250'000 250'000 200'071 200'071 99'291 CHF 101'363 CHF 99.60% 99.60%
15.11.2024 2.16% 0.50 CHF 0.51 CHF 250'000 250'000 200'069 200'069 95'376 CHF 97'417 CHF 99.64% 99.64%
14.11.2024 2.32% 0.46 CHF 0.47 CHF 250'000 250'000 200'072 200'072 93'455 CHF 95'556 CHF 99.63% 99.63%
13.11.2024 2.06% 0.47 CHF 0.48 CHF 250'000 250'000 202'195 202'195 98'770 CHF 100'812 CHF 97.57% 97.57%
12.11.2024 2.05% 0.52 CHF 0.53 CHF 250'000 250'000 129'324 129'324 68'570 CHF 69'959 CHF 99.64% 99.64%
11.11.2024 2.20% 0.54 CHF 0.55 CHF 250'000 250'000 129'322 129'322 71'859 CHF 73'378 CHF 99.64% 99.64%
08.11.2024 2.14% 0.57 CHF 0.58 CHF 250'000 250'000 129'545 129'545 72'312 CHF 73'788 CHF 99.64% 99.64%
07.11.2024 2.05% 0.58 CHF 0.59 CHF 250'000 250'000 129'538 129'538 78'004 CHF 79'536 CHF 99.64% 99.64%

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