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 3.88% 0.23 CHF 0.24 CHF 225'000 225'000 205'293 205'293 51'844 CHF 53'897 CHF 99.38% 99.38%
19.11.2024 4.17% 0.23 CHF 0.24 CHF 225'000 225'000 224'821 224'821 52'793 CHF 55'041 CHF 99.27% 99.27%
18.11.2024 3.65% 0.28 CHF 0.29 CHF 200'000 200'000 197'666 197'666 53'212 CHF 55'189 CHF 99.26% 99.26%
15.11.2024 3.60% 0.28 CHF 0.29 CHF 175'000 175'000 197'145 197'145 53'814 CHF 55'785 CHF 99.38% 99.38%
14.11.2024 3.90% 0.27 CHF 0.28 CHF 200'000 200'000 207'603 207'603 52'144 CHF 54'220 CHF 99.37% 99.37%
13.11.2024 3.57% 0.25 CHF 0.26 CHF 225'000 225'000 193'381 193'381 53'146 CHF 55'080 CHF 99.36% 99.36%
12.11.2024 3.62% 0.24 CHF 0.25 CHF 225'000 225'000 197'332 197'332 53'535 CHF 55'508 CHF 99.03% 99.03%
11.11.2024 2.87% 0.33 CHF 0.34 CHF 175'000 175'000 154'818 154'818 53'210 CHF 54'758 CHF 99.22% 99.22%
08.11.2024 3.14% 0.30 CHF 0.31 CHF 175'000 175'000 172'278 172'278 53'961 CHF 55'684 CHF 99.38% 99.38%
07.11.2024 2.77% 0.35 CHF 0.36 CHF 150'000 150'000 154'303 154'303 54'860 CHF 56'403 CHF 99.27% 99.27%

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