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 3.47% 0.28 CHF 0.29 CHF 120'000 120'000 52'290 52'290 15'254 CHF 15'783 CHF 98.07% 98.07%
19.11.2024 3.72% 0.28 CHF 0.28 CHF 130'000 130'000 60'658 60'658 16'365 CHF 16'977 CHF 98.87% 98.87%
18.11.2024 3.77% 0.27 CHF 0.28 CHF 130'000 130'000 43'351 43'351 11'466 CHF 11'901 CHF 96.42% 96.42%
15.11.2024 3.92% 0.27 CHF 0.28 CHF 130'000 130'000 60'232 60'232 15'623 CHF 16'227 CHF 98.17% 98.17%
14.11.2024 4.32% 0.25 CHF 0.26 CHF 130'000 130'000 60'633 60'633 14'129 CHF 14'738 CHF 99.41% 99.41%
13.11.2024 4.40% 0.24 CHF 0.25 CHF 130'000 130'000 62'992 62'992 14'676 CHF 15'309 CHF 97.63% 97.63%
12.11.2024 3.92% 0.23 CHF 0.24 CHF 130'000 130'000 60'690 60'690 15'196 CHF 15'805 CHF 98.45% 98.45%
11.11.2024 14.39% 0.28 CHF 0.29 CHF 130'000 130'000 21'120 21'120 6'006 CHF 6'716 CHF 96.09% 96.09%
08.11.2024 4.16% 0.28 CHF 0.28 CHF 130'000 130'000 62'400 62'400 15'533 CHF 16'160 CHF 97.77% 97.77%
07.11.2024 4.25% 0.24 CHF 0.25 CHF 130'000 130'000 62'193 62'193 14'761 CHF 15'385 CHF 97.01% 97.01%

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