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 2.03% 0.56 CHF 0.57 CHF 250'000 250'000 131'100 129'511 73'884 CHF 74'417 CHF 99.14% 99.14%
19.11.2024 1.93% 0.54 CHF 0.55 CHF 250'000 250'000 131'361 129'768 72'407 CHF 72'869 CHF 98.27% 98.27%
18.11.2024 2.20% 0.59 CHF 0.60 CHF 250'000 250'000 130'829 129'238 78'185 CHF 78'832 CHF 98.53% 98.53%
15.11.2024 1.80% 0.58 CHF 0.59 CHF 250'000 250'000 132'026 130'478 77'329 CHF 77'796 CHF 95.81% 95.81%
14.11.2024 1.89% 0.61 CHF 0.62 CHF 250'000 250'000 131'159 129'572 81'171 CHF 81'670 CHF 98.85% 98.85%
13.11.2024 2.17% 0.62 CHF 0.63 CHF 250'000 250'000 133'188 131'841 80'082 CHF 80'895 CHF 93.44% 93.44%
12.11.2024 1.92% 0.59 CHF 0.60 CHF 250'000 250'000 132'236 130'595 79'489 CHF 79'948 CHF 95.57% 95.57%
11.11.2024 2.05% 0.59 CHF 0.60 CHF 250'000 250'000 132'034 129'396 74'964 CHF 74'964 CHF 99.06% 99.06%
08.11.2024 2.19% 0.53 CHF 0.54 CHF 250'000 250'000 132'514 129'794 67'628 CHF 67'660 CHF 98.20% 98.20%
07.11.2024 2.16% 0.51 CHF 0.52 CHF 250'000 250'000 133'025 130'629 68'384 CHF 68'588 CHF 97.03% 97.03%

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