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 2.04% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 218'384 CHF 74'295 CHF 98.85% 98.85%
19.11.2024 2.12% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 210'532 CHF 71'677 CHF 96.64% 96.64%
18.11.2024 2.06% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 216'719 CHF 73'740 CHF 97.18% 97.18%
15.11.2024 1.97% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 226'347 CHF 76'949 CHF 96.20% 96.20%
14.11.2024 1.52% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 196'530 CHF 66'510 CHF 99.28% 99.28%
13.11.2024 1.54% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 194'031 CHF 65'677 CHF 98.74% 98.74%
12.11.2024 1.48% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 201'640 CHF 68'213 CHF 99.34% 99.34%
11.11.2024 1.37% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 218'027 CHF 73'676 CHF 96.31% 96.31%
08.11.2024 1.82% 0.66 CHF 0.67 CHF 300'000 100'000 414'334 138'111 225'054 CHF 76'399 CHF 96.76% 96.76%
07.11.2024 1.66% 0.54 CHF 0.55 CHF 450'000 150'000 346'005 115'335 205'405 CHF 69'622 CHF 98.64% 98.64%

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