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 1.79% 0.60 CHF 0.61 CHF 250'000 250'000 131'013 129'426 78'995 CHF 79'411 CHF 99.35% 99.35%
19.11.2024 1.81% 0.58 CHF 0.59 CHF 250'000 250'000 131'269 129'667 77'538 CHF 77'935 CHF 98.53% 98.53%
18.11.2024 1.92% 0.63 CHF 0.64 CHF 250'000 250'000 129'704 129'171 82'610 CHF 83'775 CHF 98.69% 98.69%
15.11.2024 1.73% 0.62 CHF 0.63 CHF 250'000 250'000 131'961 130'403 82'470 CHF 82'891 CHF 95.98% 95.98%
14.11.2024 1.86% 0.65 CHF 0.66 CHF 250'000 250'000 130'036 129'504 85'490 CHF 86'670 CHF 99.01% 99.01%
13.11.2024 2.37% 0.65 CHF 0.66 CHF 250'000 250'000 132'214 131'761 84'429 CHF 85'971 CHF 93.61% 93.61%
12.11.2024 1.81% 0.63 CHF 0.64 CHF 250'000 250'000 131'013 130'464 83'869 CHF 84'968 CHF 95.91% 95.91%
11.11.2024 1.88% 0.63 CHF 0.64 CHF 250'000 250'000 130'921 129'329 79'473 CHF 79'951 CHF 99.22% 99.22%
08.11.2024 2.18% 0.57 CHF 0.58 CHF 250'000 250'000 132'317 129'677 72'523 CHF 72'564 CHF 98.52% 98.52%
07.11.2024 1.90% 0.55 CHF 0.56 CHF 250'000 250'000 132'968 130'556 73'385 CHF 73'421 CHF 97.20% 97.20%

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