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 2.21% 0.52 CHF 0.53 CHF 250'000 250'000 132'060 129'406 67'886 CHF 67'948 CHF 99.39% 99.39%
19.11.2024 2.23% 0.49 CHF 0.50 CHF 250'000 250'000 132'854 129'636 66'673 CHF 66'441 CHF 98.61% 98.61%
18.11.2024 2.48% 0.54 CHF 0.55 CHF 250'000 250'000 131'819 129'146 72'331 CHF 72'511 CHF 98.75% 98.75%
15.11.2024 1.96% 0.53 CHF 0.54 CHF 250'000 250'000 132'980 130'376 71'279 CHF 71'264 CHF 96.04% 96.04%
14.11.2024 2.03% 0.56 CHF 0.57 CHF 250'000 250'000 131'079 129'479 74'668 CHF 75'219 CHF 99.07% 99.07%
13.11.2024 1.98% 0.57 CHF 0.58 CHF 250'000 250'000 135'841 134'802 75'213 CHF 76'093 CHF 88.86% 88.86%
12.11.2024 2.06% 0.55 CHF 0.56 CHF 250'000 250'000 132'913 130'451 73'363 CHF 73'437 CHF 95.93% 95.93%
11.11.2024 2.31% 0.55 CHF 0.56 CHF 250'000 250'000 133'027 129'305 68'927 CHF 68'561 CHF 99.28% 99.28%
08.11.2024 2.44% 0.48 CHF 0.49 CHF 250'000 250'000 145'564 129'704 67'093 CHF 61'331 CHF 98.41% 98.41%
07.11.2024 2.67% 0.47 CHF 0.48 CHF 250'000 250'000 140'752 130'532 65'502 CHF 62'341 CHF 97.25% 97.25%

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