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 2.74% 0.34 CHF 0.35 CHF 360'000 360'000 177'231 177'231 64'123 CHF 65'899 CHF 99.47% 99.47%
19.11.2024 2.83% 0.35 CHF 0.36 CHF 360'000 360'000 177'732 177'732 63'010 CHF 64'790 CHF 99.66% 99.66%
18.11.2024 2.95% 0.38 CHF 0.39 CHF 370'000 370'000 184'624 184'624 64'691 CHF 66'540 CHF 99.08% 99.08%
15.11.2024 2.95% 0.32 CHF 0.33 CHF 360'000 360'000 177'676 177'676 59'593 CHF 61'373 CHF 99.72% 99.72%
14.11.2024 2.58% 0.38 CHF 0.39 CHF 360'000 360'000 171'964 171'964 67'599 CHF 69'325 CHF 99.62% 99.62%
13.11.2024 2.74% 0.42 CHF 0.43 CHF 340'000 340'000 148'886 148'886 64'817 CHF 66'616 CHF 99.71% 99.71%
12.11.2024 2.10% 0.46 CHF 0.47 CHF 330'000 330'000 159'967 159'967 76'903 CHF 78'508 CHF 99.31% 99.31%
11.11.2024 2.01% 0.50 CHF 0.51 CHF 330'000 330'000 159'148 159'148 80'356 CHF 81'954 CHF 99.26% 99.26%
08.11.2024 1.88% 0.54 CHF 0.55 CHF 320'000 320'000 156'230 156'230 84'613 CHF 86'180 CHF 98.52% 98.52%
07.11.2024 2.07% 0.52 CHF 0.53 CHF 330'000 330'000 161'731 161'731 81'293 CHF 82'920 CHF 99.33% 99.33%

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