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 3.91% 0.26 CHF 0.27 CHF 200'000 200'000 201'050 201'050 50'433 CHF 52'443 CHF 99.39% 99.39%
19.11.2024 3.96% 0.25 CHF 0.26 CHF 200'000 200'000 205'987 205'987 50'970 CHF 53'030 CHF 74.15% 74.15%
18.11.2024 3.94% 0.25 CHF 0.26 CHF 200'000 200'000 204'197 204'196 50'762 CHF 52'804 CHF 99.28% 99.28%
15.11.2024 3.70% 0.28 CHF 0.29 CHF 200'000 200'000 200'213 200'213 53'085 CHF 55'087 CHF 99.39% 99.39%
14.11.2024 4.20% 0.24 CHF 0.25 CHF 225'000 225'000 225'527 225'527 52'618 CHF 54'874 CHF 99.39% 99.39%
13.11.2024 4.19% 0.23 CHF 0.24 CHF 225'000 225'000 222'600 222'600 52'003 CHF 54'229 CHF 99.38% 99.38%
12.11.2024 3.77% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 52'031 CHF 54'031 CHF 99.08% 99.08%
11.11.2024 3.76% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 52'179 CHF 54'179 CHF 99.29% 99.29%
08.11.2024 3.76% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 52'225 CHF 54'225 CHF 99.39% 99.39%
07.11.2024 3.55% 0.27 CHF 0.28 CHF 200'000 200'000 198'416 198'416 54'906 CHF 56'890 CHF 99.27% 99.27%

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