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
22.11.2024 1.87% 0.67 CHF 0.68 CHF 250'000 250'000 129'834 129'302 84'213 CHF 85'360 CHF 99.68% 99.68%
20.11.2024 1.87% 0.63 CHF 0.64 CHF 250'000 250'000 130'346 129'389 82'082 CHF 82'955 CHF 99.44% 99.44%
19.11.2024 1.91% 0.61 CHF 0.62 CHF 250'000 250'000 130'166 129'631 80'298 CHF 81'437 CHF 98.62% 98.62%
18.11.2024 1.66% 0.66 CHF 0.67 CHF 250'000 250'000 129'678 129'143 86'102 CHF 87'147 CHF 98.76% 98.76%
15.11.2024 1.78% 0.65 CHF 0.66 CHF 250'000 250'000 130'893 130'372 85'115 CHF 86'226 CHF 96.05% 96.05%
14.11.2024 1.61% 0.67 CHF 0.68 CHF 250'000 250'000 130'009 129'476 88'771 CHF 89'792 CHF 99.08% 99.08%
13.11.2024 1.57% 0.68 CHF 0.69 CHF 250'000 250'000 132'186 131'732 87'993 CHF 89'055 CHF 93.67% 93.67%
12.11.2024 1.72% 0.66 CHF 0.67 CHF 250'000 250'000 131'004 130'454 87'197 CHF 88'281 CHF 95.92% 95.92%
11.11.2024 1.96% 0.66 CHF 0.67 CHF 250'000 250'000 130'898 129'302 82'760 CHF 83'314 CHF 99.28% 99.28%
08.11.2024 2.05% 0.59 CHF 0.60 CHF 250'000 250'000 131'292 129'701 75'288 CHF 75'846 CHF 98.42% 98.42%

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