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 4.36% 0.42 CHF 0.43 CHF 140'000 140'000 65'572 65'572 25'310 CHF 26'253 CHF 99.88% 99.88%
19.11.2024 4.27% 0.41 CHF 0.42 CHF 140'000 140'000 65'475 65'475 25'090 CHF 26'036 CHF 99.19% 99.19%
18.11.2024 4.27% 0.42 CHF 0.43 CHF 140'000 140'000 64'472 64'472 25'299 CHF 26'239 CHF 98.70% 98.70%
15.11.2024 3.36% 0.47 CHF 0.48 CHF 130'000 130'000 60'076 60'076 30'846 CHF 31'809 CHF 96.23% 96.23%
14.11.2024 3.03% 0.56 CHF 0.57 CHF 130'000 130'000 60'565 60'565 34'888 CHF 35'828 CHF 99.39% 99.39%
13.11.2024 2.78% 0.60 CHF 0.61 CHF 130'000 130'000 59'999 59'999 38'180 CHF 39'122 CHF 99.75% 99.75%
12.11.2024 2.31% 0.75 CHF 0.76 CHF 120'000 120'000 52'307 52'307 40'327 CHF 41'142 CHF 99.07% 99.07%
11.11.2024 2.40% 0.83 CHF 0.84 CHF 120'000 120'000 51'795 51'795 40'654 CHF 41'468 CHF 99.79% 99.79%
08.11.2024 2.30% 0.72 CHF 0.73 CHF 130'000 130'000 53'735 53'735 41'093 CHF 41'916 CHF 97.81% 97.81%
07.11.2024 5.05% 0.76 CHF 0.77 CHF 130'000 130'000 38'227 38'227 26'492 CHF 27'343 CHF 94.75% 94.75%

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