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 1.89% 0.56 CHF 0.57 CHF 270'000 270'000 120'381 120'381 65'099 CHF 66'309 CHF 99.57% 99.57%
19.11.2024 1.86% 0.53 CHF 0.54 CHF 270'000 270'000 120'160 120'160 65'042 CHF 66'248 CHF 99.34% 99.34%
18.11.2024 1.73% 0.57 CHF 0.58 CHF 270'000 270'000 115'897 115'897 68'321 CHF 69'485 CHF 98.01% 98.01%
15.11.2024 2.12% 0.57 CHF 0.58 CHF 270'000 270'000 89'387 89'387 46'754 CHF 47'653 CHF 97.69% 97.69%
14.11.2024 4.82% 0.51 CHF 0.52 CHF 290'000 290'000 117'582 117'582 56'996 CHF 58'460 CHF 58.60% 88.73%
13.11.2024 3.26% 0.32 CHF 0.33 CHF 330'000 330'000 149'148 149'148 46'193 CHF 47'690 CHF 99.60% 99.60%
12.11.2024 3.41% 0.29 CHF 0.30 CHF 330'000 330'000 148'227 148'227 44'133 CHF 45'621 CHF 100.00% 100.00%
11.11.2024 3.63% 0.29 CHF 0.30 CHF 340'000 340'000 153'098 153'098 43'428 CHF 44'965 CHF 99.90% 99.90%
08.11.2024 3.81% 0.27 CHF 0.28 CHF 350'000 350'000 155'735 155'735 40'915 CHF 42'478 CHF 99.81% 99.81%
07.11.2024 3.72% 0.27 CHF 0.28 CHF 350'000 350'000 155'690 155'690 42'372 CHF 43'935 CHF 99.84% 99.84%

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