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 2.96% 0.31 CHF 0.32 CHF 175'000 175'000 164'239 164'239 54'571 CHF 56'213 CHF 99.39% 99.39%
19.11.2024 3.33% 0.30 CHF 0.31 CHF 175'000 175'000 178'977 178'977 52'829 CHF 54'619 CHF 99.30% 99.30%
18.11.2024 3.14% 0.33 CHF 0.34 CHF 150'000 150'000 171'885 171'885 53'919 CHF 55'638 CHF 99.26% 99.26%
15.11.2024 2.63% 0.34 CHF 0.35 CHF 150'000 150'000 148'916 148'916 55'996 CHF 57'485 CHF 99.37% 99.37%
14.11.2024 2.57% 0.40 CHF 0.41 CHF 125'000 125'000 143'870 143'870 55'144 CHF 56'583 CHF 99.32% 99.32%
13.11.2024 2.60% 0.37 CHF 0.38 CHF 150'000 150'000 143'312 143'312 54'391 CHF 55'824 CHF 99.36% 99.36%
12.11.2024 2.40% 0.37 CHF 0.38 CHF 125'000 125'000 124'965 124'965 51'454 CHF 52'704 CHF 99.06% 99.06%
11.11.2024 1.98% 0.50 CHF 0.51 CHF 100'000 100'000 105'953 105'953 52'801 CHF 53'861 CHF 99.29% 99.29%
08.11.2024 2.33% 0.40 CHF 0.41 CHF 125'000 125'000 125'000 125'000 53'132 CHF 54'382 CHF 99.39% 99.39%
07.11.2024 2.20% 0.48 CHF 0.49 CHF 125'000 125'000 124'464 124'464 56'142 CHF 57'387 CHF 99.28% 99.28%

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