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
22.11.2024 2.08% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 214'504 CHF 73'002 CHF 99.17% 99.17%
20.11.2024 2.50% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 177'965 CHF 60'822 CHF 98.92% 98.92%
19.11.2024 2.53% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 175'629 CHF 60'043 CHF 99.13% 99.13%
18.11.2024 2.62% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 169'230 CHF 57'910 CHF 99.38% 99.38%
15.11.2024 2.96% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 150'317 CHF 51'606 CHF 99.39% 99.39%
14.11.2024 3.06% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 144'960 CHF 49'820 CHF 97.82% 97.82%
13.11.2024 3.24% 0.30 CHF 0.31 CHF 450'000 150'000 526'162 175'387 159'721 CHF 54'994 CHF 99.02% 99.02%
12.11.2024 3.18% 0.31 CHF 0.32 CHF 450'000 150'000 457'702 152'567 141'573 CHF 48'717 CHF 92.62% 92.62%
11.11.2024 3.00% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 147'769 CHF 50'757 CHF 98.54% 98.54%
08.11.2024 3.70% 0.30 CHF 0.31 CHF 450'000 150'000 587'163 195'721 155'716 CHF 53'863 CHF 95.92% 95.92%

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