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 3.75% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 117'863 CHF 40'788 CHF 99.17% 99.17%
19.11.2024 3.56% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 124'346 CHF 42'949 CHF 99.17% 99.17%
18.11.2024 3.37% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 131'280 CHF 45'260 CHF 99.23% 99.23%
15.11.2024 3.30% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 134'050 CHF 46'183 CHF 99.17% 99.17%
14.11.2024 3.36% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 131'567 CHF 45'356 CHF 99.16% 99.16%
13.11.2024 3.31% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 133'588 CHF 46'029 CHF 99.16% 99.16%
12.11.2024 3.30% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 134'419 CHF 46'306 CHF 99.17% 99.17%
11.11.2024 2.89% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 102'256 CHF 35'085 CHF 99.17% 99.17%
08.11.2024 2.97% 0.33 CHF 0.34 CHF 300'000 100'000 300'052 100'017 99'557 CHF 34'186 CHF 99.17% 99.17%
07.11.2024 2.60% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 100'000 113'973 CHF 38'991 CHF 98.26% 98.26%

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