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 2.77% 0.39 CHF 0.40 CHF 270'000 270'000 120'278 120'278 44'003 CHF 45'212 CHF 99.54% 99.54%
19.11.2024 2.72% 0.35 CHF 0.36 CHF 270'000 270'000 120'158 120'158 43'982 CHF 45'188 CHF 99.47% 99.47%
18.11.2024 2.46% 0.40 CHF 0.41 CHF 270'000 270'000 116'443 116'443 48'161 CHF 49'330 CHF 99.07% 99.07%
15.11.2024 3.31% 0.39 CHF 0.40 CHF 270'000 270'000 90'025 90'025 31'332 CHF 32'238 CHF 98.07% 98.07%
14.11.2024 7.97% 0.34 CHF 0.35 CHF 350'000 350'000 143'572 143'572 45'242 CHF 47'049 CHF 59.77% 89.37%
13.11.2024 5.90% 0.17 CHF 0.18 CHF 410'000 410'000 186'227 186'227 31'397 CHF 33'268 CHF 99.71% 99.71%
12.11.2024 6.25% 0.15 CHF 0.16 CHF 420'000 420'000 186'180 186'180 29'768 CHF 31'638 CHF 100.00% 100.00%
11.11.2024 6.91% 0.15 CHF 0.16 CHF 450'000 450'000 201'946 201'946 29'826 CHF 31'854 CHF 99.90% 99.90%
08.11.2024 7.31% 0.13 CHF 0.14 CHF 460'000 460'000 206'946 206'946 27'662 CHF 29'739 CHF 99.86% 99.86%
07.11.2024 7.01% 0.14 CHF 0.15 CHF 460'000 460'000 206'965 206'965 29'384 CHF 31'463 CHF 99.86% 99.86%

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