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 0.43% 2.48 CHF 2.49 CHF 200'000 200'000 56'829 56'829 140'657 CHF 141'230 CHF 95.33% 97.33%
19.11.2024 0.47% 2.27 CHF 2.28 CHF 200'000 200'000 71'627 71'627 158'593 CHF 159'311 CHF 97.83% 97.83%
18.11.2024 0.51% 2.17 CHF 2.18 CHF 210'000 210'000 70'381 70'381 143'186 CHF 143'891 CHF 96.62% 96.62%
15.11.2024 0.49% 1.98 CHF 1.99 CHF 220'000 220'000 72'331 72'331 148'057 CHF 148'782 CHF 98.03% 98.03%
14.11.2024 0.48% 2.15 CHF 2.16 CHF 210'000 210'000 70'073 70'073 149'738 CHF 150'442 CHF 97.82% 97.82%
13.11.2024 0.51% 2.07 CHF 2.08 CHF 210'000 210'000 72'170 72'170 146'428 CHF 147'152 CHF 98.62% 98.62%
12.11.2024 0.55% 1.89 CHF 1.90 CHF 220'000 220'000 73'064 73'064 137'922 CHF 138'656 CHF 97.95% 97.95%
11.11.2024 0.62% 1.83 CHF 1.86 CHF 22'000 22'000 67'182 67'182 120'253 CHF 120'942 CHF 99.05% 99.05%
08.11.2024 0.59% 1.71 CHF 1.72 CHF 230'000 230'000 74'521 74'521 129'718 CHF 130'467 CHF 98.22% 98.22%
07.11.2024 0.63% 1.70 CHF 1.71 CHF 230'000 230'000 75'185 75'185 123'749 CHF 124'504 CHF 98.86% 98.86%

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