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 2.73% 0.38 CHF 0.39 CHF 220'000 220'000 100'301 100'301 37'329 CHF 38'334 CHF 98.37% 98.37%
19.11.2024 2.80% 0.35 CHF 0.36 CHF 230'000 230'000 101'113 101'113 35'934 CHF 36'950 CHF 98.13% 98.13%
18.11.2024 2.44% 0.41 CHF 0.42 CHF 220'000 220'000 100'145 100'145 41'203 CHF 42'207 CHF 99.07% 99.07%
15.11.2024 2.56% 0.40 CHF 0.41 CHF 220'000 220'000 99'366 99'366 39'333 CHF 40'329 CHF 98.58% 98.58%
14.11.2024 2.30% 0.43 CHF 0.44 CHF 210'000 210'000 97'626 97'626 42'653 CHF 43'632 CHF 97.45% 97.45%
13.11.2024 2.46% 0.44 CHF 0.45 CHF 210'000 210'000 97'007 97'007 40'643 CHF 41'618 CHF 98.94% 98.94%
12.11.2024 2.45% 0.41 CHF 0.42 CHF 220'000 220'000 99'522 99'522 41'591 CHF 42'591 CHF 96.64% 96.64%
11.11.2024 2.79% 0.42 CHF 0.43 CHF 220'000 220'000 99'272 99'272 37'857 CHF 38'857 CHF 99.05% 99.05%
08.11.2024 3.34% 0.33 CHF 0.34 CHF 230'000 230'000 105'881 105'881 32'932 CHF 33'996 CHF 96.60% 96.60%
07.11.2024 3.25% 0.32 CHF 0.33 CHF 240'000 240'000 106'150 106'150 33'499 CHF 34'565 CHF 98.93% 98.93%

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