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 2.52% 0.40 CHF 0.41 CHF 200'000 200'000 200'000 200'000 78'525 CHF 80'525 CHF 99.95% 99.95%
19.11.2024 2.49% 0.40 CHF 0.41 CHF 200'000 200'000 200'000 200'000 79'223 CHF 81'223 CHF 99.74% 99.74%
18.11.2024 2.66% 0.37 CHF 0.38 CHF 200'000 200'000 200'000 200'000 74'321 CHF 76'321 CHF 99.91% 99.91%
15.11.2024 2.68% 0.37 CHF 0.38 CHF 200'000 200'000 200'000 200'000 73'656 CHF 75'656 CHF 100.00% 100.00%
14.11.2024 2.82% 0.36 CHF 0.37 CHF 200'000 200'000 217'714 217'712 76'195 CHF 78'371 CHF 99.64% 99.64%
13.11.2024 2.93% 0.34 CHF 0.35 CHF 225'000 225'000 225'000 225'000 75'606 CHF 77'856 CHF 99.48% 99.48%
12.11.2024 3.12% 0.33 CHF 0.34 CHF 225'000 225'000 225'000 225'000 71'109 CHF 73'359 CHF 99.82% 99.82%
11.11.2024 3.10% 0.31 CHF 0.32 CHF 225'000 225'000 225'000 225'000 71'567 CHF 73'817 CHF 99.52% 99.52%
08.11.2024 2.84% 0.33 CHF 0.34 CHF 225'000 225'000 223'817 223'817 77'623 CHF 79'861 CHF 99.81% 99.81%
07.11.2024 2.67% 0.36 CHF 0.37 CHF 200'000 200'000 203'523 203'523 75'117 CHF 77'153 CHF 99.91% 99.91%

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