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 2.79% 0.34 CHF 0.35 CHF 358'200 358'200 156'472 156'472 55'756 CHF 57'323 CHF 99.90% 99.90%
19.11.2024 2.91% 0.35 CHF 0.36 CHF 368'400 368'400 164'387 164'387 56'716 CHF 58'362 CHF 99.84% 99.84%
18.11.2024 2.87% 0.35 CHF 0.36 CHF 370'500 370'500 164'852 164'852 57'950 CHF 59'602 CHF 99.90% 99.90%
15.11.2024 2.51% 0.36 CHF 0.37 CHF 302'000 302'000 132'425 132'425 50'953 CHF 52'280 CHF 99.90% 99.90%
14.11.2024 2.11% 0.47 CHF 0.48 CHF 264'800 264'800 118'146 118'146 55'999 CHF 57'183 CHF 100.00% 100.00%
13.11.2024 2.27% 0.45 CHF 0.46 CHF 293'800 293'800 131'090 131'090 58'059 CHF 59'372 CHF 100.00% 100.00%
12.11.2024 2.27% 0.44 CHF 0.45 CHF 292'000 292'000 129'940 129'940 57'910 CHF 59'211 CHF 99.86% 99.86%
11.11.2024 2.12% 0.46 CHF 0.47 CHF 263'000 263'000 117'307 117'307 55'677 CHF 56'852 CHF 99.90% 99.90%
08.11.2024 2.01% 0.48 CHF 0.49 CHF 252'600 252'600 113'283 113'283 56'455 CHF 57'590 CHF 98.88% 98.88%
07.11.2024 1.98% 0.51 CHF 0.52 CHF 255'300 255'300 113'838 113'838 58'051 CHF 59'192 CHF 99.90% 99.90%

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