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 3.35% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 88'086 CHF 30'362 CHF 99.38% 99.38%
19.11.2024 3.52% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 83'925 CHF 28'975 CHF 99.38% 99.38%
18.11.2024 3.41% 0.31 CHF 0.32 CHF 300'000 100'000 300'000 100'000 86'598 CHF 29'866 CHF 99.26% 99.26%
15.11.2024 3.69% 0.27 CHF 0.28 CHF 300'000 100'000 300'000 100'000 79'922 CHF 27'641 CHF 99.38% 99.38%
14.11.2024 3.91% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 75'438 CHF 26'146 CHF 99.38% 99.38%
13.11.2024 4.20% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 70'003 CHF 24'335 CHF 99.38% 99.38%
12.11.2024 3.94% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 74'721 CHF 25'907 CHF 99.37% 99.37%
11.11.2024 3.84% 0.25 CHF 0.26 CHF 300'000 100'000 300'000 100'000 76'757 CHF 26'586 CHF 99.38% 99.38%
08.11.2024 3.67% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 80'322 CHF 27'774 CHF 99.38% 99.38%
07.11.2024 3.77% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 78'178 CHF 27'059 CHF 98.37% 98.37%

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