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 2.20% 0.58 CHF 0.59 CHF 300'000 150'000 300'000 150'000 175'482 CHF 89'691 CHF 99.37% 99.37%
19.11.2024 2.42% 0.54 CHF 0.55 CHF 300'000 150'000 300'000 150'000 159'127 CHF 81'514 CHF 99.37% 99.37%
18.11.2024 2.31% 0.55 CHF 0.57 CHF 300'000 150'000 300'000 150'000 166'701 CHF 85'301 CHF 99.23% 99.23%
15.11.2024 2.30% 0.55 CHF 0.56 CHF 300'000 150'000 300'000 150'000 167'420 CHF 85'660 CHF 99.37% 99.37%
14.11.2024 2.14% 0.60 CHF 0.62 CHF 300'000 150'000 250'371 150'000 150'325 CHF 92'100 CHF 99.37% 99.37%
13.11.2024 2.10% 0.61 CHF 0.62 CHF 300'000 150'000 299'712 150'000 183'471 CHF 93'775 CHF 99.37% 99.37%
12.11.2024 1.97% 0.63 CHF 0.65 CHF 300'000 150'000 253'364 150'000 165'192 CHF 99'774 CHF 99.37% 99.37%
11.11.2024 1.84% 0.68 CHF 0.69 CHF 225'000 150'000 225'000 150'000 157'843 CHF 107'179 CHF 99.37% 99.37%
08.11.2024 1.80% 0.70 CHF 0.71 CHF 225'000 150'000 225'000 150'000 160'813 CHF 109'159 CHF 99.25% 99.25%
07.11.2024 1.77% 0.72 CHF 0.73 CHF 225'000 150'000 225'000 150'000 163'941 CHF 111'244 CHF 99.30% 99.30%

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