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 4.41% 0.19 CHF 0.20 CHF 250'000 250'000 235'824 235'823 52'381 CHF 54'739 CHF 99.38% 99.38%
19.11.2024 4.55% 0.22 CHF 0.23 CHF 225'000 225'000 241'921 241'922 51'936 CHF 54'356 CHF 99.26% 99.26%
18.11.2024 2.42% 0.36 CHF 0.37 CHF 150'000 150'000 132'195 132'195 53'973 CHF 55'295 CHF 99.31% 99.31%
15.11.2024 1.94% 0.50 CHF 0.51 CHF 100'000 100'000 105'127 105'127 53'654 CHF 54'705 CHF 99.39% 99.39%
14.11.2024 1.52% 0.55 CHF 0.56 CHF 100'000 100'000 91'207 91'207 59'453 CHF 60'365 CHF 99.34% 99.34%
13.11.2024 3.38% 0.30 CHF 0.31 CHF 200'000 200'000 186'445 186'445 54'303 CHF 56'168 CHF 99.39% 99.39%
12.11.2024 2.61% 0.28 CHF 0.29 CHF 175'000 175'000 142'580 142'580 53'828 CHF 55'253 CHF 99.07% 99.07%
11.11.2024 1.89% 0.51 CHF 0.52 CHF 100'000 100'000 101'004 101'005 52'885 CHF 53'895 CHF 99.25% 99.25%
08.11.2024 2.14% 0.42 CHF 0.43 CHF 125'000 125'000 119'580 119'580 55'261 CHF 56'456 CHF 99.39% 99.39%
07.11.2024 1.88% 0.60 CHF 0.61 CHF 100'000 100'000 102'978 102'978 54'485 CHF 55'514 CHF 99.24% 99.24%

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