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 2.20% 0.42 CHF 0.43 CHF 600'000 200'000 600'000 200'000 269'956 CHF 91'985 CHF 99.38% 99.38%
19.11.2024 2.29% 0.44 CHF 0.45 CHF 600'000 200'000 600'000 200'000 259'756 CHF 88'585 CHF 99.38% 99.38%
18.11.2024 2.19% 0.45 CHF 0.46 CHF 600'000 200'000 596'353 198'784 269'520 CHF 91'828 CHF 99.38% 99.38%
15.11.2024 2.00% 0.49 CHF 0.50 CHF 600'000 200'000 513'949 171'316 253'440 CHF 86'193 CHF 99.36% 99.36%
14.11.2024 1.98% 0.51 CHF 0.52 CHF 450'000 150'000 497'971 165'990 248'045 CHF 84'342 CHF 99.38% 99.38%
13.11.2024 2.12% 0.50 CHF 0.51 CHF 600'000 200'000 600'000 200'000 280'501 CHF 95'500 CHF 99.38% 99.38%
12.11.2024 1.98% 0.46 CHF 0.47 CHF 600'000 200'000 473'635 157'878 236'663 CHF 80'467 CHF 99.14% 99.14%
11.11.2024 1.86% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 239'641 CHF 81'380 CHF 99.38% 99.38%
08.11.2024 1.98% 0.50 CHF 0.51 CHF 450'000 150'000 458'231 152'744 228'657 CHF 77'746 CHF 99.38% 99.38%
07.11.2024 1.96% 0.51 CHF 0.52 CHF 450'000 150'000 498'570 166'190 250'703 CHF 85'230 CHF 98.58% 98.58%

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