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 2.22% 0.44 CHF 0.45 CHF 130'000 130'000 71'270 71'270 32'211 CHF 32'925 CHF 99.90% 99.90%
19.11.2024 2.17% 0.46 CHF 0.47 CHF 130'000 130'000 71'492 71'492 33'232 CHF 33'949 CHF 98.91% 98.91%
18.11.2024 1.99% 0.50 CHF 0.51 CHF 130'000 130'000 71'235 71'235 36'239 CHF 36'954 CHF 99.58% 99.58%
15.11.2024 1.95% 0.53 CHF 0.54 CHF 130'000 130'000 71'161 71'161 37'366 CHF 38'080 CHF 99.89% 99.89%
14.11.2024 1.85% 0.52 CHF 0.53 CHF 130'000 130'000 72'506 72'506 39'307 CHF 40'034 CHF 98.84% 98.84%
13.11.2024 2.01% 0.52 CHF 0.53 CHF 130'000 130'000 71'374 71'374 36'151 CHF 36'866 CHF 100.00% 100.00%
12.11.2024 2.02% 0.50 CHF 0.51 CHF 130'000 130'000 66'549 66'549 33'392 CHF 34'061 CHF 100.00% 100.00%
11.11.2024 2.40% 0.47 CHF 0.48 CHF 130'000 130'000 70'791 70'791 31'041 CHF 31'756 CHF 99.93% 99.93%
08.11.2024 4.63% 0.40 CHF 0.41 CHF 130'000 130'000 49'044 49'044 19'402 CHF 19'940 CHF 100.00% 100.00%
07.11.2024 2.58% 0.38 CHF 0.39 CHF 120'000 120'000 57'282 57'282 22'469 CHF 23'043 CHF 98.68% 98.68%

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