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 1.47% 0.67 CHF 0.68 CHF 200'000 200'000 73'168 73'168 50'246 CHF 50'979 CHF 99.48% 99.48%
19.11.2024 1.52% 0.65 CHF 0.66 CHF 210'000 210'000 83'010 83'010 55'077 CHF 55'909 CHF 99.71% 99.71%
18.11.2024 1.55% 0.68 CHF 0.69 CHF 210'000 210'000 83'030 83'030 54'280 CHF 55'112 CHF 99.28% 99.28%
15.11.2024 1.42% 0.65 CHF 0.66 CHF 200'000 200'000 72'844 72'844 50'898 CHF 51'628 CHF 99.03% 99.03%
14.11.2024 1.23% 0.80 CHF 0.81 CHF 190'000 190'000 68'863 68'863 57'234 CHF 57'926 CHF 99.33% 99.33%
13.11.2024 1.12% 0.81 CHF 0.82 CHF 190'000 190'000 68'667 68'667 60'996 CHF 61'686 CHF 99.40% 99.40%
12.11.2024 1.00% 0.90 CHF 0.91 CHF 180'000 180'000 65'306 65'306 63'358 CHF 64'013 CHF 97.95% 97.95%
11.11.2024 0.85% 1.11 CHF 1.12 CHF 170'000 170'000 62'879 62'879 73'500 CHF 74'131 CHF 98.75% 98.75%
08.11.2024 0.80% 1.30 CHF 1.31 CHF 160'000 160'000 60'114 60'114 76'743 CHF 77'346 CHF 99.43% 99.43%
07.11.2024 0.79% 1.30 CHF 1.31 CHF 160'000 160'000 62'031 62'031 80'933 CHF 81'557 CHF 98.97% 98.97%

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