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 4.02% 0.25 CHF 0.26 CHF 225'000 225'000 216'321 216'321 52'729 CHF 54'892 CHF 99.81% 99.81%
19.11.2024 4.38% 0.22 CHF 0.23 CHF 250'000 250'000 237'003 237'003 52'863 CHF 55'233 CHF 99.73% 99.73%
18.11.2024 3.82% 0.25 CHF 0.26 CHF 200'000 200'000 200'259 200'259 51'444 CHF 53'447 CHF 99.70% 99.70%
15.11.2024 3.66% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 53'697 CHF 55'697 CHF 99.79% 99.79%
14.11.2024 3.54% 0.26 CHF 0.27 CHF 200'000 200'000 193'890 193'891 53'758 CHF 55'697 CHF 99.81% 99.81%
13.11.2024 4.38% 0.23 CHF 0.24 CHF 225'000 225'000 238'655 238'655 53'337 CHF 55'724 CHF 99.81% 99.81%
12.11.2024 4.51% 0.22 CHF 0.23 CHF 250'000 250'000 248'421 248'421 53'865 CHF 56'349 CHF 99.49% 99.49%
11.11.2024 5.02% 0.20 CHF 0.21 CHF 250'000 250'000 265'669 265'670 51'601 CHF 54'258 CHF 99.72% 99.72%
08.11.2024 6.85% 0.15 CHF 0.16 CHF 350'000 350'000 371'751 371'751 52'466 CHF 56'184 CHF 99.80% 99.80%
07.11.2024 5.92% 0.15 CHF 0.16 CHF 375'000 375'000 318'099 318'098 52'181 CHF 55'362 CHF 95.69% 95.69%

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