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 2.48% 0.42 CHF 0.43 CHF 120'000 120'000 53'080 53'080 22'027 CHF 22'560 CHF 99.07% 99.07%
19.11.2024 2.59% 0.37 CHF 0.38 CHF 130'000 130'000 54'595 54'595 20'996 CHF 21'546 CHF 99.92% 99.92%
18.11.2024 2.06% 0.48 CHF 0.49 CHF 120'000 120'000 53'634 53'634 26'106 CHF 26'643 CHF 99.42% 99.42%
15.11.2024 2.22% 0.46 CHF 0.47 CHF 120'000 120'000 53'819 53'819 24'647 CHF 25'186 CHF 99.42% 99.42%
14.11.2024 1.88% 0.51 CHF 0.52 CHF 120'000 120'000 53'082 53'082 28'351 CHF 28'884 CHF 97.50% 97.50%
13.11.2024 2.04% 0.54 CHF 0.55 CHF 120'000 120'000 53'313 53'313 27'033 CHF 27'569 CHF 99.67% 99.67%
12.11.2024 2.03% 0.49 CHF 0.50 CHF 120'000 120'000 53'278 53'278 27'039 CHF 27'574 CHF 97.78% 97.78%
11.11.2024 2.49% 0.50 CHF 0.51 CHF 130'000 130'000 62'717 62'717 27'353 CHF 27'985 CHF 99.47% 99.47%
08.11.2024 3.32% 0.35 CHF 0.36 CHF 140'000 140'000 65'459 65'459 20'729 CHF 21'386 CHF 98.99% 98.99%
07.11.2024 3.15% 0.33 CHF 0.34 CHF 140'000 140'000 65'355 65'355 21'405 CHF 22'062 CHF 99.68% 99.68%

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