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 2.25% 0.48 CHF 0.49 CHF 270'000 270'000 120'511 120'511 54'585 CHF 55'796 CHF 99.66% 99.66%
19.11.2024 2.21% 0.44 CHF 0.45 CHF 270'000 270'000 120'128 120'128 54'485 CHF 55'691 CHF 99.59% 99.59%
18.11.2024 2.03% 0.49 CHF 0.50 CHF 270'000 270'000 116'539 116'539 58'391 CHF 59'561 CHF 98.99% 98.99%
15.11.2024 2.59% 0.48 CHF 0.49 CHF 270'000 270'000 90'296 90'296 39'301 CHF 40'209 CHF 98.36% 98.36%
14.11.2024 6.10% 0.43 CHF 0.44 CHF 310'000 310'000 125'718 125'718 50'133 CHF 51'693 CHF 59.47% 88.62%
13.11.2024 4.28% 0.24 CHF 0.25 CHF 360'000 360'000 160'355 160'355 37'604 CHF 39'214 CHF 99.61% 99.61%
12.11.2024 4.50% 0.22 CHF 0.23 CHF 360'000 360'000 159'368 159'368 35'729 CHF 37'330 CHF 100.00% 100.00%
11.11.2024 4.87% 0.22 CHF 0.23 CHF 380'000 380'000 169'289 169'289 35'682 CHF 37'382 CHF 99.90% 99.90%
08.11.2024 5.13% 0.19 CHF 0.20 CHF 380'000 380'000 173'271 173'271 33'464 CHF 35'203 CHF 99.80% 99.80%
07.11.2024 4.97% 0.20 CHF 0.21 CHF 390'000 390'000 174'266 174'266 35'242 CHF 36'992 CHF 99.82% 99.82%

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