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 4.11% 0.24 CHF 0.25 CHF 225'000 225'000 225'179 225'179 53'656 CHF 55'908 CHF 99.81% 99.81%
19.11.2024 4.37% 0.22 CHF 0.23 CHF 250'000 250'000 237'005 237'004 53'082 CHF 55'452 CHF 99.72% 99.72%
18.11.2024 3.90% 0.24 CHF 0.25 CHF 200'000 200'000 202'074 202'074 50'771 CHF 52'791 CHF 99.70% 99.70%
15.11.2024 3.78% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 51'895 CHF 53'895 CHF 99.80% 99.80%
14.11.2024 3.62% 0.26 CHF 0.27 CHF 200'000 200'000 200'668 200'668 54'414 CHF 56'421 CHF 99.80% 99.80%
13.11.2024 4.34% 0.23 CHF 0.24 CHF 225'000 225'000 235'022 235'022 52'940 CHF 55'291 CHF 99.81% 99.81%
12.11.2024 4.40% 0.22 CHF 0.23 CHF 250'000 250'000 245'292 245'292 54'453 CHF 56'906 CHF 99.49% 99.49%
11.11.2024 4.84% 0.21 CHF 0.22 CHF 250'000 250'000 255'331 255'330 51'531 CHF 54'084 CHF 99.71% 99.71%
08.11.2024 6.02% 0.17 CHF 0.18 CHF 300'000 300'000 322'059 322'060 51'871 CHF 55'092 CHF 99.80% 99.80%
07.11.2024 5.37% 0.17 CHF 0.18 CHF 325'000 325'000 289'380 289'380 52'497 CHF 55'391 CHF 95.69% 95.69%

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