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 2.00% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 148'632 CHF 50'544 CHF 99.37% 99.37%
19.11.2024 2.08% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 142'755 CHF 48'585 CHF 99.38% 99.38%
18.11.2024 2.06% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 144'396 CHF 49'132 CHF 97.50% 97.50%
15.11.2024 1.94% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 153'405 CHF 52'135 CHF 99.38% 99.38%
14.11.2024 2.00% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 148'266 CHF 50'422 CHF 99.37% 99.37%
13.11.2024 1.98% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 149'721 CHF 50'907 CHF 96.99% 96.99%
12.11.2024 2.15% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 137'913 CHF 46'971 CHF 96.79% 96.79%
11.11.2024 2.22% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 133'685 CHF 45'562 CHF 98.25% 98.25%
08.11.2024 2.34% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 126'490 CHF 43'163 CHF 99.27% 99.27%
07.11.2024 2.47% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 120'257 CHF 41'086 CHF 98.68% 98.68%

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