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 4.61% 0.20 CHF 0.21 CHF 130'000 130'000 130'000 130'000 27'571 CHF 28'871 CHF 100.00% 100.00%
19.11.2024 4.12% 0.21 CHF 0.22 CHF 130'000 130'000 130'000 130'000 31'044 CHF 32'344 CHF 99.37% 99.37%
18.11.2024 4.56% 0.27 CHF 0.28 CHF 140'000 140'000 139'988 139'988 30'344 CHF 31'744 CHF 97.90% 97.90%
15.11.2024 4.56% 0.19 CHF 0.20 CHF 130'000 130'000 130'000 130'000 27'941 CHF 29'241 CHF 99.02% 99.02%
14.11.2024 4.12% 0.26 CHF 0.27 CHF 120'000 120'000 120'000 120'000 28'612 CHF 29'812 CHF 99.95% 99.95%
13.11.2024 5.05% 0.30 CHF 0.31 CHF 130'000 130'000 129'935 129'935 26'046 CHF 27'346 CHF 98.85% 98.85%
12.11.2024 2.23% 0.31 CHF 0.32 CHF 110'000 110'000 109'907 109'907 48'996 CHF 50'095 CHF 98.25% 98.25%
11.11.2024 1.93% 0.51 CHF 0.52 CHF 110'000 110'000 109'963 109'963 56'353 CHF 57'453 CHF 100.00% 100.00%
08.11.2024 2.16% 0.47 CHF 0.48 CHF 110'000 110'000 110'000 110'000 50'391 CHF 51'491 CHF 98.58% 98.58%
07.11.2024 2.08% 0.46 CHF 0.47 CHF 120'000 120'000 111'242 111'242 52'874 CHF 53'987 CHF 97.68% 97.68%

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