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 3.37% 0.31 CHF 0.32 CHF 175'000 175'000 178'889 178'889 52'199 CHF 53'988 CHF 99.80% 99.80%
19.11.2024 3.34% 0.29 CHF 0.30 CHF 175'000 175'000 177'082 177'082 52'204 CHF 53'975 CHF 99.70% 99.70%
18.11.2024 3.56% 0.28 CHF 0.29 CHF 200'000 200'000 200'000 200'000 55'173 CHF 57'173 CHF 99.70% 99.70%
15.11.2024 3.72% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 52'853 CHF 54'853 CHF 99.80% 99.80%
14.11.2024 3.60% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 54'663 CHF 56'663 CHF 99.80% 99.80%
13.11.2024 3.58% 0.29 CHF 0.30 CHF 200'000 200'000 198'954 198'954 54'529 CHF 56'519 CHF 99.79% 99.79%
12.11.2024 3.50% 0.28 CHF 0.29 CHF 200'000 200'000 194'809 194'809 54'643 CHF 56'592 CHF 99.50% 99.50%
11.11.2024 3.62% 0.28 CHF 0.29 CHF 200'000 200'000 200'000 200'000 54'320 CHF 56'320 CHF 99.71% 99.71%
08.11.2024 3.74% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 52'429 CHF 54'429 CHF 99.81% 99.81%
07.11.2024 3.97% 0.25 CHF 0.26 CHF 200'000 200'000 207'384 207'383 51'207 CHF 53'280 CHF 95.67% 95.67%

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