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 2.66% 0.38 CHF 0.39 CHF 41'000 41'000 265'541 265'541 98'316 CHF 100'972 CHF 98.90% 98.90%
19.11.2024 3.15% 0.35 CHF 0.36 CHF 42'000 42'000 274'959 274'959 85'824 CHF 88'573 CHF 98.75% 98.75%
18.11.2024 3.16% 0.30 CHF 0.31 CHF 43'000 43'000 272'799 272'799 85'034 CHF 87'762 CHF 98.94% 98.94%
15.11.2024 2.82% 0.33 CHF 0.34 CHF 42'000 42'000 267'040 267'040 93'699 CHF 96'369 CHF 98.94% 98.94%
14.11.2024 2.32% 0.42 CHF 0.43 CHF 40'000 40'000 258'126 258'126 109'978 CHF 112'559 CHF 98.85% 98.85%
13.11.2024 2.38% 0.44 CHF 0.45 CHF 40'000 40'000 258'109 258'109 106'993 CHF 109'574 CHF 98.87% 98.87%
12.11.2024 2.36% 0.41 CHF 0.42 CHF 40'000 40'000 258'282 258'282 108'198 CHF 110'781 CHF 98.78% 98.78%
11.11.2024 2.18% 0.47 CHF 0.48 CHF 39'000 39'000 253'105 253'105 114'503 CHF 117'034 CHF 98.90% 98.90%
08.11.2024 2.46% 0.41 CHF 0.42 CHF 40'000 40'000 260'616 260'616 104'869 CHF 107'475 CHF 97.83% 97.83%
07.11.2024 2.57% 0.38 CHF 0.39 CHF 41'000 41'000 261'879 261'879 100'725 CHF 103'344 CHF 98.90% 98.90%

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