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 2.47% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 240'015 CHF 82'005 CHF 98.00% 98.00%
19.11.2024 2.43% 0.42 CHF 0.43 CHF 600'000 200'000 600'000 200'000 243'804 CHF 83'268 CHF 97.48% 97.48%
18.11.2024 2.40% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 246'999 CHF 84'333 CHF 99.15% 99.15%
15.11.2024 1.95% 0.46 CHF 0.47 CHF 600'000 200'000 478'088 159'363 241'563 CHF 82'115 CHF 97.81% 97.81%
14.11.2024 1.81% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 246'954 CHF 83'818 CHF 97.23% 97.23%
13.11.2024 1.67% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 267'259 CHF 90'587 CHF 96.23% 96.23%
12.11.2024 1.41% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 316'062 CHF 106'854 CHF 97.72% 97.72%
11.11.2024 1.45% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 308'315 CHF 104'272 CHF 97.24% 97.24%
08.11.2024 1.43% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 313'147 CHF 105'882 CHF 97.56% 97.56%
07.11.2024 1.66% 0.68 CHF 0.69 CHF 450'000 150'000 568'548 189'516 339'691 CHF 115'126 CHF 98.25% 98.25%

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