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 3.76% 0.24 CHF 0.25 CHF 140'000 140'000 136'193 136'193 35'596 CHF 36'958 CHF 100.00% 100.00%
19.11.2024 4.12% 0.26 CHF 0.27 CHF 136'000 136'000 138'683 138'683 33'020 CHF 34'406 CHF 100.00% 100.00%
18.11.2024 3.48% 0.28 CHF 0.29 CHF 136'000 136'000 134'995 134'995 38'114 CHF 39'464 CHF 100.00% 100.00%
15.11.2024 3.36% 0.30 CHF 0.31 CHF 132'000 132'000 132'280 132'280 38'735 CHF 40'058 CHF 100.00% 100.00%
14.11.2024 3.96% 0.26 CHF 0.27 CHF 136'000 136'000 137'326 137'326 33'997 CHF 35'370 CHF 100.00% 100.00%
13.11.2024 3.86% 0.24 CHF 0.25 CHF 140'000 140'000 136'398 136'398 34'662 CHF 36'026 CHF 100.00% 100.00%
12.11.2024 3.52% 0.27 CHF 0.28 CHF 136'000 136'000 135'438 135'438 37'819 CHF 39'173 CHF 99.85% 99.85%
11.11.2024 3.48% 0.29 CHF 0.30 CHF 132'000 132'000 135'306 135'306 38'253 CHF 39'606 CHF 99.64% 99.64%
08.11.2024 3.49% 0.27 CHF 0.28 CHF 136'000 136'000 134'834 134'834 38'004 CHF 39'353 CHF 99.44% 99.44%
07.11.2024 3.64% 0.27 CHF 0.28 CHF 136'000 136'000 135'439 135'439 36'541 CHF 37'896 CHF 100.00% 100.00%

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