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 1.86% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 160'037 CHF 54'346 CHF 99.16% 99.16%
20.11.2024 1.93% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 154'033 CHF 52'344 CHF 99.16% 99.16%
19.11.2024 2.10% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 141'742 CHF 48'247 CHF 99.17% 99.17%
18.11.2024 1.79% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 166'173 CHF 56'391 CHF 99.23% 99.23%
15.11.2024 1.51% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 197'417 CHF 66'806 CHF 99.17% 99.17%
14.11.2024 1.38% 0.72 CHF 0.73 CHF 225'000 75'000 225'000 75'000 162'217 CHF 54'823 CHF 99.16% 99.16%
13.11.2024 1.34% 0.74 CHF 0.75 CHF 225'000 75'000 225'000 75'000 166'615 CHF 56'288 CHF 99.16% 99.16%
12.11.2024 1.32% 0.75 CHF 0.76 CHF 225'000 75'000 225'000 75'000 168'839 CHF 57'030 CHF 99.17% 99.17%
11.11.2024 1.33% 0.76 CHF 0.77 CHF 225'000 75'000 225'000 75'000 168'702 CHF 56'984 CHF 99.17% 99.17%
08.11.2024 1.28% 0.74 CHF 0.75 CHF 225'000 75'000 225'000 75'000 174'710 CHF 58'987 CHF 99.16% 99.16%

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