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 2.08% 0.49 CHF 0.50 CHF 600'000 200'000 600'000 200'000 285'399 CHF 97'133 CHF 99.38% 99.38%
19.11.2024 2.85% 0.37 CHF 0.38 CHF 750'000 200'000 750'000 200'000 259'977 CHF 71'327 CHF 99.38% 99.38%
18.11.2024 2.66% 0.38 CHF 0.39 CHF 750'000 200'000 750'000 200'000 278'704 CHF 76'321 CHF 99.38% 99.38%
15.11.2024 2.51% 0.38 CHF 0.39 CHF 750'000 200'000 750'000 200'000 295'112 CHF 80'696 CHF 98.92% 98.92%
14.11.2024 2.37% 0.42 CHF 0.43 CHF 750'000 200'000 748'448 200'000 312'460 CHF 85'501 CHF 99.38% 99.38%
13.11.2024 2.76% 0.37 CHF 0.38 CHF 750'000 200'000 750'000 200'000 268'014 CHF 73'470 CHF 99.38% 99.38%
12.11.2024 2.50% 0.35 CHF 0.36 CHF 750'000 200'000 750'000 200'000 296'449 CHF 81'053 CHF 99.16% 99.16%
11.11.2024 2.31% 0.42 CHF 0.43 CHF 750'000 200'000 723'406 200'000 309'941 CHF 87'799 CHF 99.38% 99.38%
08.11.2024 2.26% 0.43 CHF 0.44 CHF 750'000 200'000 657'196 200'000 287'612 CHF 89'660 CHF 99.37% 99.37%
07.11.2024 2.19% 0.46 CHF 0.47 CHF 600'000 200'000 618'636 200'000 279'669 CHF 92'500 CHF 98.58% 98.58%

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