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 2.20% 0.46 CHF 0.47 CHF 220'000 220'000 100'750 100'750 46'354 CHF 47'363 CHF 98.44% 98.44%
19.11.2024 2.28% 0.43 CHF 0.44 CHF 230'000 230'000 100'592 100'592 44'509 CHF 45'521 CHF 98.07% 98.07%
18.11.2024 2.00% 0.49 CHF 0.50 CHF 220'000 220'000 98'352 98'352 49'024 CHF 50'008 CHF 97.06% 97.06%
15.11.2024 2.10% 0.48 CHF 0.49 CHF 220'000 220'000 98'615 98'615 47'696 CHF 48'684 CHF 97.87% 97.87%
14.11.2024 1.94% 0.51 CHF 0.52 CHF 210'000 210'000 97'738 97'738 51'224 CHF 52'206 CHF 83.92% 83.92%
13.11.2024 2.03% 0.52 CHF 0.53 CHF 210'000 210'000 97'841 97'841 49'651 CHF 50'634 CHF 91.96% 91.96%
12.11.2024 2.03% 0.50 CHF 0.51 CHF 220'000 220'000 96'750 96'750 48'875 CHF 49'848 CHF 90.47% 90.47%
11.11.2024 2.27% 0.50 CHF 0.51 CHF 220'000 220'000 97'149 97'149 45'323 CHF 46'302 CHF 97.79% 97.79%
08.11.2024 2.62% 0.42 CHF 0.43 CHF 230'000 230'000 105'047 105'047 41'632 CHF 42'688 CHF 95.44% 95.44%
07.11.2024 2.56% 0.40 CHF 0.41 CHF 230'000 230'000 104'045 104'045 41'692 CHF 42'737 CHF 98.94% 98.94%

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