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 2.13% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 139'502 CHF 47'501 CHF 99.37% 99.37%
19.11.2024 2.48% 0.42 CHF 0.43 CHF 300'000 100'000 300'000 100'000 119'604 CHF 40'868 CHF 99.38% 99.38%
18.11.2024 2.51% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 118'446 CHF 40'482 CHF 97.19% 97.19%
15.11.2024 2.29% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 129'362 CHF 44'121 CHF 93.30% 93.30%
14.11.2024 2.01% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 147'598 CHF 50'199 CHF 99.37% 99.37%
13.11.2024 1.88% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 158'019 CHF 53'673 CHF 97.06% 97.06%
12.11.2024 1.74% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 170'833 CHF 57'944 CHF 96.97% 96.97%
11.11.2024 1.73% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 172'165 CHF 58'388 CHF 99.35% 99.35%
08.11.2024 1.73% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 171'878 CHF 58'293 CHF 99.24% 99.24%
07.11.2024 1.65% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 180'804 CHF 61'268 CHF 98.71% 98.71%

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