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
22.11.2024 2.62% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 113'220 CHF 38'740 CHF 99.16% 99.16%
20.11.2024 2.77% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 106'776 CHF 36'592 CHF 99.17% 99.17%
19.11.2024 3.08% 0.32 CHF 0.33 CHF 300'000 100'000 349'189 116'396 111'187 CHF 38'226 CHF 99.17% 99.17%
18.11.2024 2.49% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 119'566 CHF 40'855 CHF 99.23% 99.23%
15.11.2024 1.97% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 150'742 CHF 51'247 CHF 99.17% 99.17%
14.11.2024 1.75% 0.56 CHF 0.57 CHF 300'000 100'000 240'086 80'029 136'070 CHF 46'157 CHF 99.16% 99.16%
13.11.2024 1.71% 0.58 CHF 0.59 CHF 225'000 75'000 225'000 75'000 130'765 CHF 44'338 CHF 99.16% 99.16%
12.11.2024 1.67% 0.59 CHF 0.60 CHF 225'000 75'000 225'000 75'000 133'571 CHF 45'274 CHF 99.16% 99.16%
11.11.2024 1.66% 0.60 CHF 0.61 CHF 225'000 75'000 225'000 75'000 134'459 CHF 45'570 CHF 99.17% 99.17%
08.11.2024 1.58% 0.60 CHF 0.61 CHF 225'000 75'000 225'000 75'000 141'726 CHF 47'992 CHF 99.17% 99.17%

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