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 3.44% 0.26 CHF 0.27 CHF 750'000 250'000 745'581 248'624 213'694 CHF 73'747 CHF 99.26% 99.38%
19.11.2024 3.57% 0.27 CHF 0.28 CHF 750'000 250'000 746'090 248'697 205'639 CHF 71'033 CHF 99.38% 99.38%
18.11.2024 3.32% 0.30 CHF 0.31 CHF 750'000 250'000 750'000 250'000 222'544 CHF 76'682 CHF 99.37% 99.37%
15.11.2024 2.90% 0.32 CHF 0.33 CHF 750'000 250'000 712'980 237'660 241'685 CHF 82'938 CHF 99.36% 99.36%
14.11.2024 3.06% 0.35 CHF 0.36 CHF 750'000 250'000 749'381 249'794 242'065 CHF 83'186 CHF 99.38% 99.38%
13.11.2024 3.42% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 215'625 CHF 74'375 CHF 99.38% 99.38%
12.11.2024 2.82% 0.31 CHF 0.32 CHF 750'000 250'000 679'670 226'557 237'490 CHF 81'429 CHF 99.16% 99.16%
11.11.2024 2.80% 0.34 CHF 0.35 CHF 750'000 250'000 719'003 239'668 253'395 CHF 86'862 CHF 99.38% 99.38%
08.11.2024 3.27% 0.30 CHF 0.31 CHF 750'000 250'000 750'000 250'000 226'014 CHF 77'838 CHF 99.38% 99.38%
07.11.2024 3.02% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 244'838 CHF 84'113 CHF 98.58% 98.58%

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