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 1.92% 0.49 CHF 0.50 CHF 250'000 100'000 250'000 100'000 129'162 CHF 52'665 CHF 99.17% 99.17%
19.11.2024 2.07% 0.49 CHF 0.50 CHF 250'000 100'000 250'000 100'000 119'446 CHF 48'778 CHF 99.17% 99.17%
18.11.2024 1.94% 0.52 CHF 0.53 CHF 250'000 100'000 250'000 100'000 127'362 CHF 51'945 CHF 99.23% 99.23%
15.11.2024 2.00% 0.46 CHF 0.47 CHF 250'000 100'000 250'000 100'000 124'108 CHF 50'643 CHF 99.17% 99.17%
14.11.2024 1.86% 0.53 CHF 0.54 CHF 250'000 100'000 250'000 100'000 132'855 CHF 54'142 CHF 99.16% 99.16%
13.11.2024 1.90% 0.51 CHF 0.52 CHF 250'000 100'000 250'000 100'000 130'555 CHF 53'222 CHF 99.17% 99.17%
12.11.2024 1.71% 0.56 CHF 0.57 CHF 250'000 100'000 250'000 100'000 145'189 CHF 59'075 CHF 99.17% 99.17%
11.11.2024 1.58% 0.63 CHF 0.64 CHF 250'000 100'000 250'000 100'000 157'457 CHF 63'983 CHF 99.17% 99.17%
08.11.2024 1.74% 0.58 CHF 0.59 CHF 250'000 100'000 250'000 100'000 142'900 CHF 58'160 CHF 99.17% 99.17%
07.11.2024 1.72% 0.55 CHF 0.56 CHF 250'000 100'000 250'000 100'000 144'117 CHF 58'647 CHF 98.06% 98.06%

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