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 2.55% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 174'602 CHF 59'701 CHF 99.27% 99.27%
19.11.2024 2.95% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 150'396 CHF 51'632 CHF 88.74% 88.74%
18.11.2024 3.06% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 144'846 CHF 49'782 CHF 97.58% 97.58%
15.11.2024 2.94% 0.29 CHF 0.30 CHF 600'000 200'000 459'226 153'075 153'993 CHF 52'862 CHF 96.38% 96.38%
14.11.2024 2.36% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 188'653 CHF 64'384 CHF 99.26% 99.26%
13.11.2024 2.14% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 208'342 CHF 70'947 CHF 99.27% 99.27%
12.11.2024 2.20% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 202'092 CHF 68'864 CHF 99.29% 99.29%
11.11.2024 2.34% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 190'280 CHF 64'927 CHF 98.01% 98.01%
08.11.2024 2.23% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 199'751 CHF 68'084 CHF 99.18% 99.18%
07.11.2024 2.40% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 185'303 CHF 63'268 CHF 98.62% 98.62%

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