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 2.31% 0.49 CHF 0.50 CHF 250'000 250'000 139'858 129'411 69'001 CHF 65'306 CHF 99.37% 99.37%
19.11.2024 2.22% 0.47 CHF 0.48 CHF 250'000 250'000 138'856 129'641 66'894 CHF 63'747 CHF 98.59% 98.59%
18.11.2024 2.44% 0.52 CHF 0.53 CHF 250'000 250'000 131'822 129'150 69'552 CHF 69'714 CHF 98.74% 98.74%
15.11.2024 2.05% 0.51 CHF 0.52 CHF 250'000 250'000 132'983 130'381 68'552 CHF 68'595 CHF 96.03% 96.03%
14.11.2024 2.13% 0.54 CHF 0.55 CHF 250'000 250'000 132'148 129'483 72'498 CHF 72'516 CHF 99.06% 99.06%
13.11.2024 2.29% 0.55 CHF 0.56 CHF 250'000 250'000 134'007 131'741 71'306 CHF 71'651 CHF 93.66% 93.66%
12.11.2024 2.15% 0.52 CHF 0.53 CHF 250'000 250'000 133'234 130'480 70'806 CHF 70'780 CHF 95.84% 95.84%
11.11.2024 2.35% 0.53 CHF 0.54 CHF 250'000 250'000 139'834 129'309 69'528 CHF 65'904 CHF 99.27% 99.27%
08.11.2024 2.55% 0.46 CHF 0.47 CHF 250'000 250'000 147'990 129'652 65'211 CHF 58'676 CHF 98.59% 98.59%
07.11.2024 2.67% 0.45 CHF 0.46 CHF 250'000 250'000 148'558 130'535 66'037 CHF 59'598 CHF 97.25% 97.25%

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