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 2.11% 0.49 CHF 0.50 CHF 600'000 150'000 599'979 150'000 281'781 CHF 71'948 CHF 99.38% 99.38%
19.11.2024 3.05% 0.35 CHF 0.36 CHF 600'000 150'000 669'319 149'979 215'717 CHF 50'085 CHF 99.38% 99.38%
18.11.2024 2.80% 0.36 CHF 0.37 CHF 600'000 150'000 600'000 150'000 211'430 CHF 54'358 CHF 99.37% 99.37%
15.11.2024 2.61% 0.37 CHF 0.38 CHF 600'000 150'000 600'000 150'000 226'992 CHF 58'248 CHF 98.91% 98.91%
14.11.2024 2.44% 0.40 CHF 0.41 CHF 600'000 150'000 599'976 150'000 242'991 CHF 62'250 CHF 99.38% 99.38%
13.11.2024 2.90% 0.35 CHF 0.36 CHF 600'000 150'000 631'580 149'979 214'146 CHF 52'424 CHF 99.38% 99.38%
12.11.2024 2.59% 0.33 CHF 0.34 CHF 600'000 150'000 600'000 150'000 228'964 CHF 58'741 CHF 99.16% 99.16%
11.11.2024 2.36% 0.41 CHF 0.42 CHF 600'000 150'000 600'000 150'000 251'773 CHF 64'443 CHF 99.38% 99.38%
08.11.2024 2.31% 0.42 CHF 0.43 CHF 600'000 150'000 600'000 150'000 256'664 CHF 65'666 CHF 99.37% 99.37%
07.11.2024 2.21% 0.45 CHF 0.46 CHF 600'000 150'000 600'000 150'000 268'091 CHF 68'523 CHF 98.58% 98.58%

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