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 2.46% 0.46 CHF 0.47 CHF 250'000 250'000 139'943 129'423 64'841 CHF 61'422 CHF 99.36% 99.36%
19.11.2024 2.37% 0.44 CHF 0.45 CHF 250'000 250'000 141'359 129'664 63'875 CHF 59'869 CHF 98.54% 98.54%
18.11.2024 2.57% 0.49 CHF 0.50 CHF 250'000 250'000 131'859 129'168 65'590 CHF 65'814 CHF 98.70% 98.70%
15.11.2024 2.16% 0.48 CHF 0.49 CHF 250'000 250'000 140'796 130'400 68'335 CHF 64'669 CHF 95.98% 95.98%
14.11.2024 2.26% 0.51 CHF 0.52 CHF 250'000 250'000 132'162 129'501 68'508 CHF 68'608 CHF 99.02% 99.02%
13.11.2024 2.41% 0.52 CHF 0.53 CHF 250'000 250'000 136'315 131'760 68'423 CHF 67'707 CHF 93.61% 93.61%
12.11.2024 2.28% 0.49 CHF 0.50 CHF 250'000 250'000 135'261 130'460 67'805 CHF 66'858 CHF 95.92% 95.92%
11.11.2024 2.50% 0.50 CHF 0.51 CHF 250'000 250'000 143'781 129'326 67'107 CHF 62'040 CHF 99.23% 99.23%
08.11.2024 2.74% 0.43 CHF 0.44 CHF 250'000 250'000 155'821 129'669 63'962 CHF 54'828 CHF 98.55% 98.55%
07.11.2024 3.00% 0.42 CHF 0.43 CHF 250'000 250'000 155'344 130'553 64'424 CHF 55'798 CHF 97.20% 97.20%

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