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 3.57% 0.27 CHF 0.28 CHF 375'000 375'000 167'670 167'670 47'193 CHF 48'873 CHF 99.40% 99.40%
19.11.2024 3.67% 0.29 CHF 0.30 CHF 380'000 380'000 167'155 167'155 46'776 CHF 48'451 CHF 99.24% 99.24%
18.11.2024 4.09% 0.26 CHF 0.27 CHF 375'000 375'000 160'721 160'721 39'270 CHF 40'880 CHF 98.00% 98.00%
15.11.2024 3.08% 0.26 CHF 0.27 CHF 375'000 375'000 118'062 118'062 35'257 CHF 36'441 CHF 96.37% 96.37%
14.11.2024 4.85% 0.31 CHF 0.32 CHF 380'000 380'000 124'214 124'214 39'992 CHF 41'401 CHF 84.94% 84.94%
13.11.2024 2.12% 0.47 CHF 0.48 CHF 420'000 420'000 185'978 185'978 88'617 CHF 90'480 CHF 98.93% 98.93%
12.11.2024 2.08% 0.49 CHF 0.50 CHF 425'000 425'000 187'445 187'445 91'126 CHF 93'004 CHF 99.37% 99.37%
11.11.2024 2.02% 0.49 CHF 0.50 CHF 425'000 425'000 188'144 188'144 93'463 CHF 95'348 CHF 98.76% 98.76%
08.11.2024 1.98% 0.51 CHF 0.52 CHF 435'000 435'000 194'028 194'028 99'614 CHF 101'558 CHF 99.88% 99.88%
07.11.2024 1.99% 0.51 CHF 0.52 CHF 435'000 435'000 192'515 192'515 97'611 CHF 99'540 CHF 99.47% 99.47%

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