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 2.71% 0.36 CHF 0.37 CHF 375'000 375'000 167'036 167'036 62'250 CHF 63'924 CHF 99.17% 99.17%
19.11.2024 2.77% 0.38 CHF 0.39 CHF 380'000 380'000 167'492 167'492 62'023 CHF 63'701 CHF 99.24% 99.24%
18.11.2024 3.00% 0.35 CHF 0.36 CHF 375'000 375'000 161'141 161'141 54'097 CHF 55'711 CHF 97.87% 97.87%
15.11.2024 2.41% 0.36 CHF 0.37 CHF 375'000 375'000 118'256 118'256 46'120 CHF 47'306 CHF 96.40% 96.40%
14.11.2024 3.89% 0.40 CHF 0.41 CHF 380'000 380'000 124'007 124'007 51'328 CHF 52'736 CHF 86.48% 86.48%
13.11.2024 1.78% 0.56 CHF 0.57 CHF 420'000 420'000 186'381 186'381 105'803 CHF 107'670 CHF 99.05% 99.05%
12.11.2024 1.75% 0.58 CHF 0.59 CHF 425'000 425'000 187'932 187'932 108'426 CHF 110'309 CHF 99.57% 99.57%
11.11.2024 1.71% 0.58 CHF 0.59 CHF 425'000 425'000 188'428 188'428 110'795 CHF 112'683 CHF 98.85% 98.85%
08.11.2024 1.68% 0.60 CHF 0.61 CHF 435'000 435'000 194'109 194'109 117'105 CHF 119'050 CHF 99.77% 99.77%
07.11.2024 1.69% 0.60 CHF 0.61 CHF 435'000 435'000 192'492 192'492 114'926 CHF 116'855 CHF 99.46% 99.46%

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