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 2.53% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 175'755 CHF 60'085 CHF 99.44% 99.44%
19.11.2024 2.69% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 165'139 CHF 56'547 CHF 96.69% 96.69%
18.11.2024 2.58% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 172'054 CHF 58'851 CHF 96.29% 96.29%
15.11.2024 2.80% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 158'455 CHF 54'319 CHF 96.51% 96.51%
14.11.2024 3.01% 0.34 CHF 0.35 CHF 450'000 150'000 460'791 153'597 150'559 CHF 51'722 CHF 99.33% 99.33%
13.11.2024 3.23% 0.30 CHF 0.31 CHF 600'000 200'000 539'431 179'810 164'056 CHF 56'484 CHF 98.94% 98.94%
12.11.2024 2.94% 0.30 CHF 0.31 CHF 600'000 200'000 458'018 152'673 153'553 CHF 52'711 CHF 99.37% 99.37%
11.11.2024 2.47% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 180'033 CHF 61'511 CHF 99.27% 99.27%
08.11.2024 2.59% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 171'442 CHF 58'648 CHF 99.36% 99.36%
07.11.2024 2.44% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 183'073 CHF 62'524 CHF 98.72% 98.72%

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