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 3.04% 0.32 CHF 0.33 CHF 225'000 50'000 225'000 50'000 73'291 CHF 16'787 CHF 99.36% 99.36%
19.11.2024 2.56% 0.35 CHF 0.36 CHF 225'000 50'000 225'000 50'000 87'107 CHF 19'857 CHF 99.38% 99.38%
18.11.2024 2.19% 0.43 CHF 0.44 CHF 225'000 50'000 225'000 50'000 101'526 CHF 23'061 CHF 99.23% 99.23%
15.11.2024 2.12% 0.48 CHF 0.49 CHF 225'000 50'000 225'000 50'000 105'425 CHF 23'928 CHF 99.37% 99.37%
14.11.2024 1.45% 0.61 CHF 0.62 CHF 225'000 50'000 225'000 50'000 155'008 CHF 34'946 CHF 99.37% 99.37%
13.11.2024 1.31% 0.81 CHF 0.82 CHF 225'000 50'000 225'000 50'000 171'042 CHF 38'509 CHF 98.32% 98.32%
12.11.2024 1.05% 0.91 CHF 0.92 CHF 225'000 50'000 225'000 50'000 212'720 CHF 47'771 CHF 99.37% 99.37%
11.11.2024 1.04% 0.96 CHF 0.97 CHF 225'000 50'000 225'000 50'000 214'433 CHF 48'152 CHF 99.37% 99.37%
08.11.2024 1.15% 0.91 CHF 0.92 CHF 225'000 50'000 225'000 50'000 195'031 CHF 43'840 CHF 99.37% 99.37%
07.11.2024 1.14% 0.87 CHF 0.88 CHF 225'000 50'000 225'000 50'000 195'422 CHF 43'927 CHF 99.29% 99.29%

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