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 4.31% 0.23 CHF 0.24 CHF 81'000 81'000 531'052 531'052 120'604 CHF 125'915 CHF 98.90% 98.90%
19.11.2024 4.91% 0.22 CHF 0.23 CHF 83'000 83'000 549'882 549'882 109'152 CHF 114'651 CHF 98.72% 98.72%
18.11.2024 4.92% 0.20 CHF 0.21 CHF 86'000 86'000 545'602 545'602 108'192 CHF 113'648 CHF 98.94% 98.94%
15.11.2024 4.49% 0.21 CHF 0.22 CHF 84'000 84'000 534'076 534'076 116'487 CHF 121'828 CHF 98.94% 98.94%
14.11.2024 3.84% 0.25 CHF 0.26 CHF 80'000 80'000 516'251 516'251 132'051 CHF 137'213 CHF 98.85% 98.85%
13.11.2024 3.90% 0.26 CHF 0.27 CHF 80'000 80'000 516'219 516'219 129'547 CHF 134'709 CHF 98.87% 98.87%
12.11.2024 3.91% 0.25 CHF 0.26 CHF 80'000 80'000 516'560 516'560 129'683 CHF 134'849 CHF 98.74% 98.74%
11.11.2024 3.65% 0.28 CHF 0.29 CHF 78'000 78'000 506'197 506'197 136'037 CHF 141'099 CHF 98.90% 98.90%
08.11.2024 4.02% 0.25 CHF 0.26 CHF 80'000 80'000 521'239 521'239 127'030 CHF 132'242 CHF 97.81% 97.81%
07.11.2024 4.18% 0.24 CHF 0.25 CHF 81'000 81'000 523'732 523'732 122'809 CHF 128'046 CHF 98.90% 98.90%

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