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 1.99% 0.51 CHF 0.52 CHF 750'000 150'000 750'000 150'000 372'558 CHF 76'012 CHF 99.38% 99.38%
19.11.2024 2.62% 0.40 CHF 0.41 CHF 750'000 150'000 750'000 150'000 283'319 CHF 58'164 CHF 99.38% 99.38%
18.11.2024 2.46% 0.41 CHF 0.42 CHF 750'000 150'000 750'000 150'000 301'220 CHF 61'744 CHF 99.37% 99.37%
15.11.2024 2.35% 0.41 CHF 0.42 CHF 750'000 150'000 750'000 150'000 316'037 CHF 64'707 CHF 98.91% 98.91%
14.11.2024 2.24% 0.44 CHF 0.45 CHF 750'000 150'000 750'000 150'000 331'633 CHF 67'827 CHF 99.38% 99.38%
13.11.2024 2.55% 0.40 CHF 0.41 CHF 750'000 150'000 750'000 150'000 290'514 CHF 59'603 CHF 99.38% 99.38%
12.11.2024 2.35% 0.38 CHF 0.39 CHF 750'000 150'000 750'000 150'000 316'205 CHF 64'741 CHF 99.16% 99.16%
11.11.2024 2.18% 0.45 CHF 0.46 CHF 750'000 150'000 750'000 150'000 340'467 CHF 69'593 CHF 99.38% 99.38%
08.11.2024 2.15% 0.45 CHF 0.46 CHF 750'000 150'000 750'000 150'000 345'062 CHF 70'513 CHF 99.37% 99.37%
07.11.2024 2.08% 0.48 CHF 0.49 CHF 750'000 150'000 750'000 150'000 356'491 CHF 72'798 CHF 98.58% 98.58%

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