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 2.38% 0.41 CHF 0.42 CHF 250'000 250'000 94'330 94'330 39'731 CHF 40'676 CHF 99.78% 99.78%
19.11.2024 2.49% 0.39 CHF 0.40 CHF 260'000 260'000 95'621 95'621 38'429 CHF 39'387 CHF 99.57% 99.57%
18.11.2024 2.52% 0.42 CHF 0.43 CHF 270'000 270'000 98'957 98'957 39'308 CHF 40'299 CHF 99.43% 99.43%
15.11.2024 2.26% 0.40 CHF 0.41 CHF 240'000 240'000 91'001 91'001 39'602 CHF 40'515 CHF 99.17% 99.17%
14.11.2024 1.86% 0.52 CHF 0.53 CHF 230'000 230'000 84'610 84'610 46'299 CHF 47'149 CHF 99.72% 99.72%
13.11.2024 1.64% 0.54 CHF 0.55 CHF 210'000 210'000 81'548 81'548 49'155 CHF 49'974 CHF 99.34% 99.34%
12.11.2024 1.43% 0.61 CHF 0.62 CHF 190'000 190'000 67'698 67'698 45'470 CHF 46'149 CHF 98.03% 98.03%
11.11.2024 1.15% 0.80 CHF 0.81 CHF 180'000 180'000 67'400 67'400 57'633 CHF 58'310 CHF 98.90% 98.90%
08.11.2024 1.06% 0.98 CHF 0.99 CHF 170'000 170'000 64'688 64'688 62'034 CHF 62'684 CHF 99.37% 99.37%
07.11.2024 1.05% 0.98 CHF 0.99 CHF 170'000 170'000 66'388 66'388 65'657 CHF 66'325 CHF 98.85% 98.85%

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