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 2.01% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 147'703 CHF 50'234 CHF 97.81% 97.81%
19.11.2024 1.90% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 156'254 CHF 53'085 CHF 94.32% 94.32%
18.11.2024 1.78% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 167'367 CHF 56'789 CHF 94.35% 94.35%
15.11.2024 1.80% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 165'422 CHF 56'141 CHF 96.42% 96.42%
14.11.2024 1.82% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 163'575 CHF 55'525 CHF 97.73% 97.73%
13.11.2024 1.78% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 167'521 CHF 56'840 CHF 95.05% 95.05%
12.11.2024 1.66% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 179'301 CHF 60'767 CHF 96.42% 96.42%
11.11.2024 1.61% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 184'911 CHF 62'637 CHF 97.80% 97.80%
08.11.2024 1.50% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 198'347 CHF 67'116 CHF 92.35% 92.35%
07.11.2024 1.45% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 204'825 CHF 69'275 CHF 98.19% 98.19%

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