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 2.13% 0.41 CHF 0.42 CHF 172'900 172'900 75'659 75'659 34'823 CHF 35'582 CHF 99.57% 99.57%
19.11.2024 2.48% 0.48 CHF 0.49 CHF 189'000 189'000 84'092 84'092 37'254 CHF 38'111 CHF 99.19% 99.19%
18.11.2024 2.70% 0.38 CHF 0.39 CHF 213'200 213'200 94'886 94'886 35'521 CHF 36'472 CHF 99.90% 99.90%
15.11.2024 2.63% 0.35 CHF 0.36 CHF 188'500 188'500 76'451 76'451 27'616 CHF 28'382 CHF 91.62% 91.62%
14.11.2024 1.61% 0.67 CHF 0.68 CHF 128'100 128'100 56'318 56'318 37'022 CHF 37'592 CHF 99.72% 99.72%
13.11.2024 1.91% 0.61 CHF 0.62 CHF 145'800 145'800 68'396 68'396 37'737 CHF 38'422 CHF 99.93% 99.93%
12.11.2024 1.84% 0.53 CHF 0.54 CHF 144'900 144'900 63'583 63'583 34'770 CHF 35'407 CHF 99.89% 99.89%
11.11.2024 2.07% 0.56 CHF 0.57 CHF 132'800 132'800 54'610 54'610 32'018 CHF 32'612 CHF 99.90% 99.90%
08.11.2024 1.62% 0.67 CHF 0.68 CHF 138'000 138'000 63'665 63'665 40'549 CHF 41'187 CHF 97.38% 97.38%
07.11.2024 1.92% 0.54 CHF 0.55 CHF 152'200 152'200 67'767 67'767 36'339 CHF 37'018 CHF 100.00% 100.00%

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