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 1.70% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 263'711 CHF 89'404 CHF 99.25% 99.25%
19.11.2024 1.92% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 231'824 CHF 78'775 CHF 88.74% 88.74%
18.11.2024 1.99% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 223'698 CHF 76'066 CHF 97.55% 97.55%
15.11.2024 1.92% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 232'993 CHF 79'164 CHF 96.45% 96.45%
14.11.2024 1.60% 0.55 CHF 0.56 CHF 450'000 150'000 358'907 119'636 221'822 CHF 75'137 CHF 99.25% 99.25%
13.11.2024 1.47% 0.64 CHF 0.65 CHF 300'000 100'000 303'079 101'026 204'735 CHF 69'255 CHF 99.28% 99.28%
12.11.2024 1.51% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 197'715 CHF 66'905 CHF 99.28% 99.28%
11.11.2024 1.58% 0.65 CHF 0.66 CHF 300'000 100'000 364'732 121'577 228'294 CHF 77'314 CHF 99.20% 99.20%
08.11.2024 1.52% 0.62 CHF 0.63 CHF 450'000 150'000 316'240 105'413 205'829 CHF 69'664 CHF 99.24% 99.24%
07.11.2024 1.63% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 274'047 CHF 92'849 CHF 98.59% 98.59%

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