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 2.55% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 116'422 CHF 39'807 CHF 99.16% 99.16%
19.11.2024 2.88% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 154'256 CHF 52'919 CHF 99.17% 99.17%
18.11.2024 2.62% 0.37 CHF 0.38 CHF 300'000 100'000 319'280 106'427 119'727 CHF 40'973 CHF 99.22% 99.22%
15.11.2024 2.43% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 121'897 CHF 41'632 CHF 99.16% 99.16%
14.11.2024 2.53% 0.40 CHF 0.41 CHF 300'000 100'000 315'366 105'122 122'632 CHF 41'928 CHF 99.15% 99.15%
13.11.2024 3.13% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 141'598 CHF 48'699 CHF 99.16% 99.16%
12.11.2024 2.85% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 155'657 CHF 53'386 CHF 99.16% 99.16%
11.11.2024 2.83% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 156'654 CHF 53'718 CHF 99.17% 99.17%
08.11.2024 3.08% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 143'857 CHF 49'452 CHF 99.17% 99.17%
07.11.2024 2.87% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 154'802 CHF 53'101 CHF 98.18% 98.18%

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