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 2.97% 0.32 CHF 0.33 CHF 750'000 250'000 750'000 250'000 248'813 CHF 85'438 CHF 99.36% 99.36%
19.11.2024 2.88% 0.34 CHF 0.35 CHF 750'000 250'000 750'000 250'000 256'939 CHF 88'146 CHF 96.70% 96.70%
18.11.2024 2.60% 0.38 CHF 0.39 CHF 750'000 250'000 750'000 250'000 284'539 CHF 97'346 CHF 97.56% 97.56%
15.11.2024 2.66% 0.37 CHF 0.38 CHF 750'000 250'000 750'000 250'000 277'801 CHF 95'100 CHF 95.84% 95.84%
14.11.2024 2.82% 0.35 CHF 0.36 CHF 750'000 250'000 750'000 250'000 262'009 CHF 89'836 CHF 99.27% 99.27%
13.11.2024 2.87% 0.34 CHF 0.35 CHF 750'000 250'000 750'000 250'000 257'422 CHF 88'307 CHF 98.92% 98.92%
12.11.2024 2.75% 0.34 CHF 0.35 CHF 750'000 250'000 750'000 250'000 268'779 CHF 92'093 CHF 99.32% 99.32%
11.11.2024 2.60% 0.39 CHF 0.40 CHF 750'000 250'000 750'000 250'000 284'919 CHF 97'473 CHF 99.36% 99.36%
08.11.2024 2.85% 0.35 CHF 0.36 CHF 750'000 250'000 750'000 250'000 259'700 CHF 89'067 CHF 98.25% 98.25%
07.11.2024 2.65% 0.35 CHF 0.36 CHF 750'000 250'000 750'000 250'000 279'818 CHF 95'773 CHF 98.73% 98.73%

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