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 2.45% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 181'852 CHF 62'117 CHF 98.58% 98.58%
19.11.2024 2.60% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 171'132 CHF 58'544 CHF 88.58% 88.58%
18.11.2024 2.91% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 152'438 CHF 52'313 CHF 97.15% 97.15%
15.11.2024 3.31% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 150'000 136'082 CHF 46'861 CHF 91.60% 91.60%
14.11.2024 3.96% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 111'430 CHF 38'643 CHF 99.07% 99.07%
13.11.2024 3.83% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 115'295 CHF 39'932 CHF 98.93% 98.93%
12.11.2024 4.59% 0.24 CHF 0.25 CHF 450'000 150'000 567'750 189'250 120'656 CHF 42'111 CHF 99.31% 99.31%
11.11.2024 5.83% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 100'182 CHF 35'394 CHF 99.35% 99.35%
08.11.2024 5.48% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 106'611 CHF 37'537 CHF 98.12% 98.12%
07.11.2024 7.02% 0.15 CHF 0.16 CHF 600'000 200'000 600'305 200'102 82'848 CHF 29'617 CHF 98.61% 98.61%

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