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 3.12% 0.31 CHF 0.32 CHF 300'000 300'000 112'441 112'441 35'890 CHF 37'017 CHF 99.82% 99.82%
19.11.2024 3.29% 0.30 CHF 0.31 CHF 310'000 310'000 115'363 115'363 34'898 CHF 36'053 CHF 99.97% 99.97%
18.11.2024 3.32% 0.32 CHF 0.33 CHF 320'000 320'000 119'811 119'811 35'945 CHF 37'146 CHF 99.77% 99.77%
15.11.2024 2.94% 0.30 CHF 0.31 CHF 280'000 280'000 108'265 108'265 36'058 CHF 37'143 CHF 99.43% 99.43%
14.11.2024 2.37% 0.40 CHF 0.41 CHF 260'000 260'000 93'434 93'434 40'095 CHF 41'034 CHF 99.74% 99.74%
13.11.2024 2.05% 0.42 CHF 0.43 CHF 230'000 230'000 85'918 85'918 41'106 CHF 41'969 CHF 99.55% 99.55%
12.11.2024 1.75% 0.49 CHF 0.50 CHF 210'000 210'000 72'205 72'205 38'930 CHF 39'655 CHF 98.28% 98.28%
11.11.2024 1.37% 0.66 CHF 0.67 CHF 190'000 190'000 69'878 69'878 49'606 CHF 50'307 CHF 98.70% 98.70%
08.11.2024 1.26% 0.83 CHF 0.84 CHF 180'000 180'000 66'948 66'948 54'290 CHF 54'962 CHF 99.65% 99.65%
07.11.2024 1.23% 0.83 CHF 0.84 CHF 180'000 180'000 68'831 68'831 57'941 CHF 58'634 CHF 99.43% 99.43%

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