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 2.17% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 205'317 CHF 69'939 CHF 99.38% 99.38%
19.11.2024 2.23% 0.44 CHF 0.45 CHF 450'000 150'000 437'803 145'934 194'253 CHF 66'210 CHF 99.37% 99.37%
18.11.2024 2.12% 0.48 CHF 0.49 CHF 450'000 150'000 399'468 133'156 185'874 CHF 63'290 CHF 99.22% 99.22%
15.11.2024 1.98% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 149'828 CHF 50'943 CHF 98.94% 98.94%
14.11.2024 2.06% 0.51 CHF 0.52 CHF 300'000 100'000 378'174 126'058 180'714 CHF 61'499 CHF 99.37% 99.37%
13.11.2024 2.04% 0.47 CHF 0.48 CHF 450'000 150'000 350'655 116'885 168'999 CHF 57'502 CHF 99.36% 99.36%
12.11.2024 2.02% 0.49 CHF 0.50 CHF 300'000 100'000 337'396 112'465 164'561 CHF 55'978 CHF 99.37% 99.37%
11.11.2024 1.94% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 153'003 CHF 52'001 CHF 99.37% 99.37%
08.11.2024 1.98% 0.52 CHF 0.53 CHF 300'000 100'000 308'455 102'818 153'927 CHF 52'337 CHF 99.37% 99.37%
07.11.2024 1.95% 0.51 CHF 0.52 CHF 300'000 100'000 312'391 104'130 158'116 CHF 53'747 CHF 99.28% 99.28%

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