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 2.59% 0.35 CHF 0.36 CHF 450'000 100'000 450'000 100'000 171'584 CHF 39'130 CHF 99.17% 99.17%
19.11.2024 2.76% 0.36 CHF 0.37 CHF 450'000 100'000 450'000 100'000 160'946 CHF 36'766 CHF 99.16% 99.16%
18.11.2024 2.54% 0.39 CHF 0.40 CHF 450'000 100'000 450'000 100'000 175'386 CHF 39'975 CHF 99.22% 99.22%
15.11.2024 2.23% 0.43 CHF 0.44 CHF 450'000 100'000 450'000 100'000 199'348 CHF 45'300 CHF 99.17% 99.17%
14.11.2024 1.98% 0.48 CHF 0.49 CHF 450'000 100'000 450'000 100'000 225'241 CHF 51'054 CHF 99.16% 99.16%
13.11.2024 1.95% 0.51 CHF 0.52 CHF 450'000 100'000 450'000 100'000 228'457 CHF 51'768 CHF 99.16% 99.16%
12.11.2024 2.04% 0.50 CHF 0.51 CHF 450'000 100'000 450'000 100'000 218'094 CHF 49'465 CHF 99.16% 99.16%
11.11.2024 1.90% 0.52 CHF 0.53 CHF 450'000 100'000 450'000 100'000 234'305 CHF 53'068 CHF 99.16% 99.16%
08.11.2024 2.03% 0.49 CHF 0.50 CHF 450'000 100'000 450'000 100'000 219'713 CHF 49'825 CHF 99.16% 99.16%
07.11.2024 2.03% 0.50 CHF 0.51 CHF 450'000 100'000 450'000 100'000 219'908 CHF 49'869 CHF 98.26% 98.26%

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