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 2.08% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 214'366 CHF 72'955 CHF 98.76% 98.76%
19.11.2024 2.31% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 193'281 CHF 65'927 CHF 90.53% 90.53%
18.11.2024 2.47% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 150'000 180'054 CHF 61'518 CHF 95.47% 95.47%
15.11.2024 2.49% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 179'032 CHF 61'178 CHF 97.71% 97.71%
14.11.2024 2.43% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 182'756 CHF 62'419 CHF 98.66% 98.66%
13.11.2024 2.69% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 165'463 CHF 56'655 CHF 96.55% 96.55%
12.11.2024 1.83% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 243'395 CHF 82'632 CHF 95.65% 95.65%
11.11.2024 1.93% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 230'985 CHF 78'495 CHF 98.27% 98.27%
08.11.2024 1.75% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 254'481 CHF 86'327 CHF 92.96% 92.96%
07.11.2024 1.73% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 257'483 CHF 87'328 CHF 97.75% 97.75%

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