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 1.50% 0.67 CHF 0.68 CHF 190'200 190'200 84'809 84'809 56'862 CHF 57'711 CHF 99.90% 99.90%
19.11.2024 1.77% 0.62 CHF 0.63 CHF 246'900 246'900 104'493 104'493 61'345 CHF 62'393 CHF 99.84% 99.84%
18.11.2024 1.43% 0.63 CHF 0.64 CHF 164'200 164'200 73'103 73'103 50'943 CHF 51'675 CHF 98.23% 98.23%
15.11.2024 1.50% 0.78 CHF 0.79 CHF 229'300 229'300 95'522 95'522 67'570 CHF 68'526 CHF 99.40% 99.40%
14.11.2024 2.03% 0.51 CHF 0.52 CHF 258'100 258'100 118'985 118'985 61'593 CHF 62'785 CHF 100.00% 100.00%
13.11.2024 2.25% 0.47 CHF 0.48 CHF 298'900 298'900 133'772 133'772 61'631 CHF 62'971 CHF 100.00% 100.00%
12.11.2024 2.18% 0.47 CHF 0.48 CHF 274'400 274'400 122'577 122'577 56'194 CHF 57'422 CHF 99.86% 99.86%
11.11.2024 2.82% 0.43 CHF 0.44 CHF 405'800 405'800 172'817 172'817 64'898 CHF 66'629 CHF 99.90% 99.90%
08.11.2024 3.74% 0.32 CHF 0.33 CHF 512'800 512'800 218'445 218'445 60'739 CHF 62'927 CHF 98.88% 98.88%
07.11.2024 6.30% 0.23 CHF 0.24 CHF 541'800 541'800 258'518 258'518 52'358 CHF 54'984 CHF 55.44% 97.44%

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