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 4.32% 0.28 CHF 0.30 CHF 360'000 360'000 129'565 129'565 32'737 CHF 34'034 CHF 99.63% 99.63%
19.11.2024 4.40% 0.22 CHF 0.23 CHF 360'000 360'000 129'422 129'422 28'737 CHF 30'033 CHF 99.91% 99.91%
18.11.2024 4.04% 0.24 CHF 0.25 CHF 360'000 360'000 129'140 129'140 31'637 CHF 32'930 CHF 99.52% 99.52%
15.11.2024 3.73% 0.25 CHF 0.26 CHF 350'000 350'000 122'729 122'729 32'529 CHF 33'757 CHF 99.77% 99.77%
14.11.2024 3.71% 0.31 CHF 0.32 CHF 350'000 350'000 119'199 119'199 33'856 CHF 35'051 CHF 99.30% 99.30%
13.11.2024 3.81% 0.27 CHF 0.28 CHF 350'000 350'000 125'244 125'244 33'699 CHF 34'957 CHF 99.85% 99.85%
12.11.2024 3.46% 0.28 CHF 0.29 CHF 340'000 340'000 119'450 119'450 34'061 CHF 35'260 CHF 99.35% 99.35%
11.11.2024 3.35% 0.34 CHF 0.35 CHF 340'000 340'000 120'298 120'298 37'873 CHF 39'081 CHF 99.46% 99.46%
08.11.2024 3.48% 0.32 CHF 0.33 CHF 340'000 340'000 95'397 95'397 29'020 CHF 30'048 CHF 92.75% 96.01%
07.11.2024 2.36% 0.47 CHF 0.48 CHF 330'000 330'000 119'024 119'024 53'412 CHF 54'608 CHF 99.78% 99.78%

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