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 3.54% 0.29 CHF 0.30 CHF 220'000 220'000 100'681 100'681 28'807 CHF 29'816 CHF 98.37% 98.37%
19.11.2024 3.66% 0.26 CHF 0.27 CHF 230'000 230'000 102'518 102'518 27'671 CHF 28'701 CHF 98.01% 98.01%
18.11.2024 3.07% 0.32 CHF 0.33 CHF 220'000 220'000 100'612 100'612 32'711 CHF 33'719 CHF 99.40% 99.40%
15.11.2024 3.26% 0.31 CHF 0.32 CHF 220'000 220'000 100'014 100'014 30'960 CHF 31'962 CHF 98.69% 98.69%
14.11.2024 2.86% 0.34 CHF 0.35 CHF 220'000 220'000 99'488 99'488 34'798 CHF 35'796 CHF 97.36% 97.36%
13.11.2024 3.08% 0.35 CHF 0.36 CHF 220'000 220'000 98'624 98'624 32'882 CHF 33'872 CHF 98.55% 98.55%
12.11.2024 3.07% 0.33 CHF 0.34 CHF 220'000 220'000 99'488 99'488 33'084 CHF 34'085 CHF 97.10% 97.10%
11.11.2024 3.60% 0.33 CHF 0.34 CHF 230'000 230'000 103'837 103'837 30'842 CHF 31'888 CHF 99.16% 99.16%
08.11.2024 4.54% 0.25 CHF 0.26 CHF 250'000 250'000 114'042 114'042 26'095 CHF 27'241 CHF 97.94% 97.94%
07.11.2024 4.38% 0.24 CHF 0.25 CHF 250'000 250'000 113'795 113'795 26'591 CHF 27'734 CHF 99.36% 99.36%

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