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 2.69% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 109'890 CHF 37'630 CHF 99.16% 99.16%
20.11.2024 2.83% 0.35 CHF 0.36 CHF 300'000 100'000 300'000 100'000 104'569 CHF 35'856 CHF 99.38% 99.38%
19.11.2024 2.91% 0.34 CHF 0.35 CHF 300'000 100'000 313'707 104'569 106'113 CHF 36'417 CHF 99.37% 99.37%
18.11.2024 2.80% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 105'547 CHF 36'182 CHF 99.25% 99.25%
15.11.2024 2.92% 0.34 CHF 0.35 CHF 300'000 100'000 378'580 126'193 127'285 CHF 43'690 CHF 99.38% 99.38%
14.11.2024 3.07% 0.33 CHF 0.34 CHF 450'000 150'000 437'825 145'942 140'407 CHF 48'262 CHF 99.37% 99.37%
13.11.2024 3.29% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 134'377 CHF 46'292 CHF 99.37% 99.37%
12.11.2024 3.10% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 142'870 CHF 49'123 CHF 99.37% 99.37%
11.11.2024 3.08% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 144'070 CHF 49'524 CHF 99.38% 99.38%
08.11.2024 2.98% 0.34 CHF 0.35 CHF 300'000 100'000 358'216 119'405 117'948 CHF 40'510 CHF 99.38% 99.38%

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