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 1.81% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 247'107 CHF 83'869 CHF 99.37% 99.37%
19.11.2024 1.75% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 255'005 CHF 86'502 CHF 99.37% 99.37%
18.11.2024 1.92% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 231'940 CHF 78'813 CHF 99.22% 99.22%
15.11.2024 2.21% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 201'470 CHF 68'657 CHF 99.37% 99.37%
14.11.2024 2.56% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 173'810 CHF 59'437 CHF 99.36% 99.36%
13.11.2024 2.55% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 174'219 CHF 59'573 CHF 99.37% 99.37%
12.11.2024 2.91% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 152'295 CHF 52'265 CHF 99.37% 99.37%
11.11.2024 3.27% 0.30 CHF 0.31 CHF 600'000 200'000 545'830 181'943 163'759 CHF 56'406 CHF 99.37% 99.37%
08.11.2024 2.85% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 155'543 CHF 53'348 CHF 99.38% 99.38%
07.11.2024 2.60% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 171'114 CHF 58'538 CHF 99.28% 99.28%

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