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 3.28% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 135'479 CHF 46'660 CHF 99.37% 99.37%
19.11.2024 3.22% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 137'739 CHF 47'413 CHF 99.37% 99.37%
18.11.2024 3.16% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 140'610 CHF 48'370 CHF 99.22% 99.22%
15.11.2024 2.84% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 156'254 CHF 53'585 CHF 99.37% 99.37%
14.11.2024 2.74% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 161'856 CHF 55'452 CHF 99.38% 99.38%
13.11.2024 2.80% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 158'778 CHF 54'426 CHF 99.37% 99.37%
12.11.2024 2.66% 0.35 CHF 0.36 CHF 450'000 150'000 358'705 119'568 132'813 CHF 45'467 CHF 99.37% 99.37%
11.11.2024 2.43% 0.40 CHF 0.41 CHF 300'000 100'000 300'000 100'000 121'865 CHF 41'622 CHF 99.37% 99.37%
08.11.2024 2.46% 0.40 CHF 0.41 CHF 300'000 100'000 300'000 100'000 120'263 CHF 41'088 CHF 99.37% 99.37%
07.11.2024 2.38% 0.42 CHF 0.43 CHF 300'000 100'000 300'000 100'000 124'598 CHF 42'533 CHF 99.28% 99.28%

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