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 3.74% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 78'844 CHF 27'281 CHF 99.38% 99.38%
19.11.2024 4.05% 0.25 CHF 0.26 CHF 300'000 100'000 368'055 122'685 88'970 CHF 30'884 CHF 99.38% 99.38%
18.11.2024 4.05% 0.25 CHF 0.26 CHF 300'000 100'000 305'606 101'869 73'905 CHF 25'654 CHF 99.26% 99.26%
15.11.2024 3.92% 0.25 CHF 0.26 CHF 300'000 100'000 300'000 100'000 75'053 CHF 26'018 CHF 99.38% 99.38%
14.11.2024 3.84% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 76'575 CHF 26'525 CHF 99.37% 99.37%
13.11.2024 3.84% 0.26 CHF 0.27 CHF 300'000 100'000 311'214 103'738 79'291 CHF 27'468 CHF 99.37% 99.37%
12.11.2024 3.92% 0.24 CHF 0.25 CHF 450'000 150'000 310'740 103'580 77'620 CHF 26'909 CHF 99.38% 99.38%
11.11.2024 3.58% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 82'437 CHF 28'479 CHF 99.37% 99.37%
08.11.2024 3.63% 0.27 CHF 0.28 CHF 300'000 100'000 300'000 100'000 81'210 CHF 28'070 CHF 99.38% 99.38%
07.11.2024 3.33% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 88'758 CHF 30'586 CHF 98.36% 98.36%

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