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 3.00% 0.34 CHF 0.35 CHF 300'000 100'000 300'000 100'000 98'653 CHF 33'884 CHF 99.37% 99.37%
19.11.2024 2.83% 0.35 CHF 0.36 CHF 300'000 100'000 300'000 100'000 104'666 CHF 35'889 CHF 99.37% 99.37%
18.11.2024 3.10% 0.33 CHF 0.34 CHF 300'000 100'000 300'000 100'000 95'224 CHF 32'741 CHF 99.23% 99.23%
15.11.2024 3.42% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 86'326 CHF 29'775 CHF 99.37% 99.37%
14.11.2024 3.57% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 82'534 CHF 28'512 CHF 99.37% 99.37%
13.11.2024 3.25% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 90'809 CHF 31'270 CHF 99.37% 99.37%
12.11.2024 3.38% 0.31 CHF 0.32 CHF 300'000 100'000 300'000 100'000 87'281 CHF 30'094 CHF 99.37% 99.37%
11.11.2024 3.60% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 81'759 CHF 28'253 CHF 99.38% 99.38%
08.11.2024 3.44% 0.28 CHF 0.29 CHF 300'000 100'000 364'757 100'000 103'650 CHF 29'597 CHF 99.38% 99.38%
07.11.2024 3.67% 0.27 CHF 0.28 CHF 1'500'000 100'000 1'500'000 100'000 401'743 CHF 27'783 CHF 99.28% 99.28%

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