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
22.11.2024 1.78% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 168'103 CHF 57'034 CHF 99.44% 99.44%
20.11.2024 2.17% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 136'780 CHF 46'593 CHF 99.02% 99.02%
19.11.2024 2.22% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 133'764 CHF 45'588 CHF 99.16% 99.16%
18.11.2024 2.37% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 125'122 CHF 42'707 CHF 99.36% 99.36%
15.11.2024 2.77% 0.42 CHF 0.43 CHF 300'000 100'000 330'022 110'007 117'253 CHF 40'185 CHF 99.39% 99.39%
14.11.2024 2.85% 0.37 CHF 0.38 CHF 300'000 100'000 349'164 116'388 120'163 CHF 41'218 CHF 97.61% 97.61%
13.11.2024 3.05% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 145'216 CHF 49'905 CHF 99.02% 99.02%
12.11.2024 2.99% 0.33 CHF 0.34 CHF 450'000 150'000 448'537 149'512 147'622 CHF 50'703 CHF 92.63% 92.63%
11.11.2024 2.71% 0.36 CHF 0.37 CHF 300'000 100'000 300'186 100'062 109'260 CHF 37'421 CHF 98.54% 98.54%
08.11.2024 3.64% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 122'139 CHF 42'213 CHF 99.28% 99.28%

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