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 2.26% 0.41 CHF 0.42 CHF 270'000 270'000 259'481 259'481 116'084 CHF 118'684 CHF 97.18% 97.18%
19.11.2024 2.39% 0.44 CHF 0.45 CHF 250'000 250'000 242'992 242'992 106'260 CHF 108'736 CHF 93.27% 93.27%
18.11.2024 1.71% 0.58 CHF 0.59 CHF 240'000 240'000 234'942 234'942 142'594 CHF 144'972 CHF 95.05% 95.05%
15.11.2024 1.58% 0.66 CHF 0.67 CHF 240'000 240'000 232'208 232'208 155'081 CHF 157'450 CHF 88.40% 88.40%
14.11.2024 1.45% 0.69 CHF 0.70 CHF 250'000 250'000 237'588 237'588 176'429 CHF 178'881 CHF 81.22% 81.22%
13.11.2024 2.15% 0.48 CHF 0.49 CHF 270'000 270'000 264'802 264'802 124'867 CHF 127'518 CHF 96.20% 96.20%
12.11.2024 1.84% 0.46 CHF 0.47 CHF 250'000 250'000 247'704 247'704 136'145 CHF 138'625 CHF 90.76% 90.76%
11.11.2024 1.56% 0.64 CHF 0.65 CHF 240'000 240'000 237'342 237'342 154'678 CHF 157'054 CHF 93.10% 93.10%
08.11.2024 1.68% 0.58 CHF 0.59 CHF 240'000 240'000 236'422 236'422 143'703 CHF 146'082 CHF 91.36% 91.36%
07.11.2024 1.56% 0.70 CHF 0.71 CHF 240'000 240'000 246'158 246'158 159'394 CHF 161'866 CHF 90.89% 90.89%

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