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 3.26% 0.58 CHF 0.59 CHF 140'000 140'000 65'754 65'754 36'384 CHF 37'398 CHF 99.67% 99.67%
19.11.2024 3.19% 0.57 CHF 0.58 CHF 140'000 140'000 66'020 66'020 36'300 CHF 37'316 CHF 98.66% 98.66%
18.11.2024 3.23% 0.58 CHF 0.59 CHF 140'000 140'000 64'562 64'562 36'055 CHF 37'063 CHF 96.49% 96.49%
15.11.2024 2.53% 0.63 CHF 0.64 CHF 130'000 130'000 59'620 59'620 40'876 CHF 41'813 CHF 94.17% 94.17%
14.11.2024 2.35% 0.74 CHF 0.75 CHF 130'000 130'000 60'657 60'657 45'413 CHF 46'354 CHF 99.39% 99.39%
13.11.2024 2.19% 0.77 CHF 0.78 CHF 130'000 130'000 60'868 60'868 49'162 CHF 50'104 CHF 99.67% 99.67%
12.11.2024 1.87% 0.92 CHF 0.93 CHF 120'000 120'000 53'651 53'651 50'598 CHF 51'415 CHF 97.99% 97.99%
11.11.2024 1.93% 1.01 CHF 1.02 CHF 120'000 120'000 53'294 53'294 51'205 CHF 52'018 CHF 99.88% 99.88%
08.11.2024 1.88% 0.89 CHF 0.90 CHF 130'000 130'000 54'153 54'153 50'684 CHF 51'508 CHF 97.35% 97.35%
07.11.2024 4.02% 0.93 CHF 0.94 CHF 130'000 130'000 38'833 38'833 33'486 CHF 34'329 CHF 93.58% 93.58%

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