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 2.10% 0.46 CHF 0.47 CHF 150'000 150'000 150'000 150'000 70'661 CHF 72'161 CHF 99.58% 99.58%
19.11.2024 2.20% 0.45 CHF 0.46 CHF 150'000 150'000 150'000 150'000 67'325 CHF 68'825 CHF 99.56% 99.56%
18.11.2024 2.15% 0.47 CHF 0.48 CHF 150'000 150'000 150'000 150'000 69'162 CHF 70'662 CHF 99.56% 99.56%
15.11.2024 1.99% 0.48 CHF 0.49 CHF 150'000 150'000 150'000 150'000 74'679 CHF 76'179 CHF 98.93% 98.93%
14.11.2024 1.97% 0.51 CHF 0.52 CHF 150'000 150'000 150'000 150'000 75'311 CHF 76'811 CHF 99.58% 99.58%
13.11.2024 1.99% 0.49 CHF 0.50 CHF 150'000 150'000 150'000 150'000 74'611 CHF 76'111 CHF 99.59% 99.59%
12.11.2024 1.92% 0.49 CHF 0.50 CHF 125'000 125'000 125'000 125'000 64'386 CHF 65'636 CHF 99.55% 99.55%
11.11.2024 1.75% 0.57 CHF 0.58 CHF 125'000 125'000 125'000 125'000 70'921 CHF 72'171 CHF 99.51% 99.51%
08.11.2024 1.89% 0.51 CHF 0.52 CHF 125'000 125'000 125'000 125'000 65'543 CHF 66'793 CHF 99.52% 99.52%
07.11.2024 1.83% 0.56 CHF 0.57 CHF 150'000 150'000 150'000 150'000 81'477 CHF 82'977 CHF 98.89% 99.01%

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