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 1.54% 0.69 CHF 0.70 CHF 250'000 250'000 129'916 129'386 89'755 CHF 90'751 CHF 99.45% 99.45%
19.11.2024 1.69% 0.67 CHF 0.68 CHF 250'000 250'000 130'164 129'629 88'183 CHF 89'256 CHF 98.63% 98.63%
18.11.2024 1.46% 0.72 CHF 0.73 CHF 250'000 250'000 129'142 129'142 93'621 CHF 94'982 CHF 98.76% 98.76%
15.11.2024 1.79% 0.71 CHF 0.72 CHF 250'000 250'000 130'892 130'371 93'080 CHF 94'274 CHF 96.05% 96.05%
14.11.2024 1.54% 0.73 CHF 0.74 CHF 250'000 250'000 129'474 129'474 96'240 CHF 97'667 CHF 99.08% 99.08%
13.11.2024 1.43% 0.74 CHF 0.75 CHF 250'000 250'000 131'815 131'731 95'683 CHF 96'978 CHF 93.68% 93.68%
12.11.2024 1.61% 0.72 CHF 0.73 CHF 250'000 250'000 130'449 130'449 94'703 CHF 96'176 CHF 95.93% 95.93%
11.11.2024 1.79% 0.72 CHF 0.73 CHF 250'000 250'000 129'832 129'300 89'941 CHF 91'111 CHF 99.29% 99.29%
08.11.2024 1.86% 0.65 CHF 0.66 CHF 250'000 250'000 130'172 129'643 82'434 CHF 83'570 CHF 98.61% 98.61%
07.11.2024 1.95% 0.64 CHF 0.65 CHF 250'000 250'000 131'010 130'527 83'732 CHF 84'961 CHF 97.27% 97.27%

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