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 4.86% 0.22 CHF 0.23 CHF 250'000 250'000 256'959 256'960 51'672 CHF 54'242 CHF 99.81% 99.81%
19.11.2024 4.67% 0.20 CHF 0.21 CHF 250'000 250'000 251'186 251'186 52'624 CHF 55'136 CHF 99.70% 99.70%
18.11.2024 5.31% 0.18 CHF 0.19 CHF 300'000 300'000 291'709 291'708 53'453 CHF 56'370 CHF 99.69% 99.69%
15.11.2024 5.76% 0.18 CHF 0.19 CHF 275'000 275'000 308'126 308'125 51'958 CHF 55'039 CHF 99.80% 99.80%
14.11.2024 5.34% 0.17 CHF 0.18 CHF 300'000 300'000 289'022 289'021 52'715 CHF 55'605 CHF 99.80% 99.80%
13.11.2024 5.34% 0.20 CHF 0.21 CHF 250'000 250'000 289'558 289'558 52'768 CHF 55'664 CHF 99.80% 99.80%
12.11.2024 5.14% 0.19 CHF 0.20 CHF 250'000 250'000 273'686 273'686 51'789 CHF 54'526 CHF 99.49% 99.49%
11.11.2024 5.47% 0.18 CHF 0.19 CHF 275'000 275'000 296'101 296'101 52'661 CHF 55'622 CHF 99.71% 99.71%
08.11.2024 5.84% 0.17 CHF 0.18 CHF 300'000 300'000 308'918 308'918 51'395 CHF 54'484 CHF 99.80% 99.80%
07.11.2024 6.71% 0.15 CHF 0.16 CHF 350'000 350'000 364'125 364'124 52'433 CHF 56'074 CHF 95.69% 95.69%

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