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 3.62% 0.25 CHF 0.26 CHF 350'000 350'000 167'169 167'169 45'179 CHF 46'854 CHF 99.31% 99.31%
19.11.2024 3.78% 0.26 CHF 0.27 CHF 350'000 350'000 175'553 175'553 46'309 CHF 48'067 CHF 99.61% 99.61%
18.11.2024 3.99% 0.29 CHF 0.30 CHF 390'000 390'000 188'659 188'659 49'308 CHF 51'198 CHF 99.01% 99.01%
15.11.2024 4.00% 0.22 CHF 0.23 CHF 360'000 360'000 177'663 177'663 43'579 CHF 45'358 CHF 99.70% 99.70%
14.11.2024 3.28% 0.29 CHF 0.30 CHF 350'000 350'000 162'585 162'585 49'771 CHF 51'403 CHF 99.72% 99.72%
13.11.2024 3.36% 0.33 CHF 0.34 CHF 310'000 310'000 136'162 136'162 48'096 CHF 49'737 CHF 99.50% 99.50%
12.11.2024 2.49% 0.38 CHF 0.39 CHF 290'000 290'000 136'145 136'145 55'104 CHF 56'469 CHF 99.01% 99.01%
11.11.2024 2.33% 0.43 CHF 0.44 CHF 280'000 280'000 134'259 134'259 58'053 CHF 59'400 CHF 98.92% 98.92%
08.11.2024 2.13% 0.47 CHF 0.48 CHF 280'000 280'000 133'227 133'227 63'501 CHF 64'838 CHF 99.13% 99.13%
07.11.2024 2.41% 0.46 CHF 0.47 CHF 300'000 300'000 147'732 147'732 64'189 CHF 65'676 CHF 99.63% 99.63%

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