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 1.92% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 232'925 CHF 79'142 CHF 98.95% 98.95%
19.11.2024 1.84% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 242'872 CHF 82'457 CHF 90.21% 90.21%
18.11.2024 2.21% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 201'392 CHF 68'631 CHF 97.02% 97.02%
15.11.2024 2.38% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 187'295 CHF 63'932 CHF 98.34% 98.34%
14.11.2024 2.33% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 191'596 CHF 65'365 CHF 98.90% 98.90%
13.11.2024 2.14% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 209'310 CHF 71'270 CHF 96.41% 96.41%
12.11.2024 2.78% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 161'672 CHF 55'391 CHF 93.98% 93.98%
11.11.2024 2.13% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 210'241 CHF 71'580 CHF 97.91% 97.91%
08.11.2024 1.76% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 254'408 CHF 86'303 CHF 93.12% 93.12%
07.11.2024 1.84% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 243'068 CHF 82'523 CHF 98.19% 98.19%

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