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 3.73% 0.27 CHF 0.28 CHF 41'000 41'000 265'541 265'541 69'774 CHF 72'430 CHF 98.90% 98.90%
19.11.2024 4.76% 0.24 CHF 0.25 CHF 42'000 42'000 274'955 274'955 56'505 CHF 59'255 CHF 98.74% 98.74%
18.11.2024 4.86% 0.20 CHF 0.21 CHF 43'000 43'000 272'800 272'800 55'764 CHF 58'499 CHF 98.94% 98.94%
15.11.2024 4.13% 0.23 CHF 0.24 CHF 42'000 42'000 267'040 267'040 64'855 CHF 67'532 CHF 98.94% 98.94%
14.11.2024 3.10% 0.32 CHF 0.33 CHF 40'000 40'000 258'126 258'126 81'945 CHF 84'526 CHF 98.85% 98.85%
13.11.2024 3.21% 0.33 CHF 0.34 CHF 40'000 40'000 258'109 258'109 79'095 CHF 81'676 CHF 98.87% 98.87%
12.11.2024 3.17% 0.30 CHF 0.31 CHF 40'000 40'000 258'280 258'280 80'180 CHF 82'762 CHF 98.76% 98.76%
11.11.2024 2.86% 0.36 CHF 0.37 CHF 39'000 39'000 253'106 253'106 87'233 CHF 89'764 CHF 98.90% 98.90%
08.11.2024 3.35% 0.30 CHF 0.31 CHF 40'000 40'000 260'617 260'617 76'643 CHF 79'249 CHF 97.82% 97.82%
07.11.2024 3.58% 0.28 CHF 0.29 CHF 41'000 41'000 261'881 261'881 72'262 CHF 74'881 CHF 98.90% 98.90%

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