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 0.37% 2.83 CHF 2.84 CHF 200'000 200'000 57'267 57'267 161'841 CHF 162'419 CHF 95.59% 97.61%
19.11.2024 0.40% 2.62 CHF 2.63 CHF 200'000 200'000 71'476 71'476 183'272 CHF 183'987 CHF 97.54% 97.54%
18.11.2024 0.43% 2.52 CHF 2.53 CHF 210'000 210'000 70'211 70'211 167'520 CHF 168'223 CHF 96.19% 96.19%
15.11.2024 0.42% 2.33 CHF 2.34 CHF 220'000 220'000 72'107 72'107 173'048 CHF 173'770 CHF 98.03% 98.03%
14.11.2024 0.42% 2.50 CHF 2.51 CHF 210'000 210'000 70'194 70'194 174'680 CHF 175'385 CHF 97.72% 97.72%
13.11.2024 0.43% 2.42 CHF 2.43 CHF 210'000 210'000 71'128 71'128 169'207 CHF 169'921 CHF 97.92% 97.92%
12.11.2024 0.47% 2.24 CHF 2.25 CHF 220'000 220'000 72'516 72'516 162'228 CHF 162'956 CHF 97.58% 97.58%
11.11.2024 0.51% 2.18 CHF 2.21 CHF 22'000 22'000 66'218 66'218 141'577 CHF 142'256 CHF 98.35% 98.35%
08.11.2024 0.49% 2.06 CHF 2.07 CHF 230'000 230'000 74'615 74'615 155'655 CHF 156'404 CHF 97.96% 97.96%
07.11.2024 0.52% 2.04 CHF 2.05 CHF 230'000 230'000 75'747 75'747 150'849 CHF 151'609 CHF 99.16% 99.16%

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