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 2.43% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 122'084 CHF 41'695 CHF 99.16% 99.16%
20.11.2024 2.51% 0.40 CHF 0.41 CHF 300'000 100'000 300'000 100'000 118'277 CHF 40'426 CHF 99.17% 99.17%
19.11.2024 2.77% 0.36 CHF 0.37 CHF 300'000 100'000 336'863 112'288 119'350 CHF 40'906 CHF 99.17% 99.17%
18.11.2024 2.31% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 128'771 CHF 43'924 CHF 99.23% 99.23%
15.11.2024 1.90% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 156'979 CHF 53'326 CHF 99.17% 99.17%
14.11.2024 1.71% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 174'398 CHF 59'133 CHF 99.16% 99.16%
13.11.2024 1.65% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 180'032 CHF 61'011 CHF 99.16% 99.16%
12.11.2024 1.63% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 182'571 CHF 61'857 CHF 99.17% 99.17%
11.11.2024 1.63% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 182'906 CHF 61'969 CHF 99.17% 99.17%
08.11.2024 1.56% 0.61 CHF 0.62 CHF 300'000 100'000 293'425 97'808 186'721 CHF 63'218 CHF 99.16% 99.16%

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