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 3.01% 0.40 CHF 0.41 CHF 750'000 250'000 750'000 250'000 246'374 CHF 84'625 CHF 98.72% 98.72%
19.11.2024 2.65% 0.30 CHF 0.31 CHF 750'000 250'000 750'000 250'000 280'267 CHF 95'922 CHF 88.36% 88.36%
18.11.2024 2.19% 0.44 CHF 0.45 CHF 750'000 250'000 750'000 250'000 339'113 CHF 115'538 CHF 97.36% 97.36%
15.11.2024 2.29% 0.49 CHF 0.50 CHF 750'000 250'000 747'853 249'284 324'196 CHF 110'558 CHF 91.47% 91.47%
14.11.2024 4.18% 0.22 CHF 0.23 CHF 900'000 300'000 915'322 315'322 214'917 CHF 76'925 CHF 99.00% 99.00%
13.11.2024 3.17% 0.25 CHF 0.26 CHF 900'000 300'000 778'518 259'506 241'980 CHF 83'255 CHF 99.05% 99.05%
12.11.2024 3.27% 0.31 CHF 0.32 CHF 750'000 250'000 755'816 251'939 227'137 CHF 78'232 CHF 99.31% 99.31%
11.11.2024 3.79% 0.29 CHF 0.30 CHF 900'000 300'000 898'452 299'484 233'043 CHF 80'676 CHF 99.34% 99.34%
08.11.2024 4.18% 0.20 CHF 0.21 CHF 900'000 300'000 905'872 305'872 213'200 CHF 74'896 CHF 98.17% 98.17%
07.11.2024 3.17% 0.30 CHF 0.31 CHF 750'000 250'000 751'843 250'614 234'091 CHF 80'536 CHF 98.64% 98.64%

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