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 3.75% 0.28 CHF 0.28 CHF 140'000 140'000 66'433 66'433 18'076 CHF 18'742 CHF 99.41% 99.41%
19.11.2024 3.97% 0.23 CHF 0.24 CHF 140'000 140'000 65'674 65'674 16'304 CHF 16'965 CHF 100.00% 100.00%
18.11.2024 2.97% 0.33 CHF 0.34 CHF 130'000 130'000 63'721 63'721 21'426 CHF 22'064 CHF 99.83% 99.83%
15.11.2024 3.28% 0.31 CHF 0.32 CHF 130'000 130'000 63'698 63'698 19'702 CHF 20'340 CHF 99.72% 99.72%
14.11.2024 2.62% 0.36 CHF 0.37 CHF 130'000 130'000 56'863 56'863 21'543 CHF 22'113 CHF 98.31% 98.31%
13.11.2024 2.90% 0.39 CHF 0.40 CHF 130'000 130'000 63'125 63'125 22'537 CHF 23'171 CHF 99.97% 99.97%
12.11.2024 2.85% 0.35 CHF 0.36 CHF 130'000 130'000 62'959 62'959 22'722 CHF 23'356 CHF 99.07% 99.07%
11.11.2024 3.74% 0.36 CHF 0.37 CHF 160'000 160'000 71'516 71'516 21'361 CHF 22'082 CHF 99.90% 99.90%
08.11.2024 5.37% 0.22 CHF 0.23 CHF 180'000 180'000 84'175 84'175 16'436 CHF 17'282 CHF 99.06% 99.06%
07.11.2024 4.98% 0.21 CHF 0.22 CHF 190'000 190'000 86'039 86'039 17'699 CHF 18'563 CHF 99.68% 99.68%

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