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 2.29% 0.39 CHF 0.40 CHF 900'000 300'000 900'000 300'000 389'029 CHF 132'676 CHF 99.10% 99.10%
19.11.2024 2.54% 0.45 CHF 0.46 CHF 900'000 300'000 900'000 300'000 350'087 CHF 119'696 CHF 88.38% 88.38%
18.11.2024 2.81% 0.35 CHF 0.36 CHF 900'000 300'000 916'589 316'589 321'390 CHF 114'080 CHF 97.35% 97.35%
15.11.2024 2.77% 0.32 CHF 0.33 CHF 1'000'000 400'000 916'482 316'482 326'147 CHF 115'387 CHF 91.65% 91.65%
14.11.2024 1.86% 0.55 CHF 0.56 CHF 750'000 250'000 836'904 278'968 446'029 CHF 151'466 CHF 99.02% 99.02%
13.11.2024 2.26% 0.51 CHF 0.52 CHF 900'000 300'000 900'000 300'000 395'707 CHF 134'902 CHF 98.98% 98.98%
12.11.2024 2.19% 0.44 CHF 0.45 CHF 900'000 300'000 900'000 300'000 406'887 CHF 138'629 CHF 99.29% 99.29%
11.11.2024 2.04% 0.46 CHF 0.47 CHF 900'000 300'000 900'000 300'000 436'241 CHF 148'414 CHF 99.33% 99.33%
08.11.2024 1.97% 0.54 CHF 0.55 CHF 750'000 250'000 850'505 283'502 428'029 CHF 145'511 CHF 98.17% 98.17%
07.11.2024 2.29% 0.44 CHF 0.45 CHF 900'000 300'000 900'000 300'000 389'371 CHF 132'790 CHF 98.58% 98.58%

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