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 4.48% 0.20 CHF 0.21 CHF 250'000 250'000 240'116 240'116 52'422 CHF 54'824 CHF 99.49% 99.49%
19.11.2024 5.00% 0.21 CHF 0.22 CHF 250'000 250'000 262'507 262'507 51'124 CHF 53'749 CHF 99.02% 99.02%
18.11.2024 4.35% 0.22 CHF 0.23 CHF 250'000 250'000 237'061 237'061 53'244 CHF 55'615 CHF 99.29% 99.29%
15.11.2024 3.51% 0.23 CHF 0.24 CHF 225'000 225'000 186'337 186'337 52'127 CHF 53'990 CHF 98.88% 98.88%
14.11.2024 2.76% 0.32 CHF 0.33 CHF 175'000 175'000 153'706 153'706 54'817 CHF 56'354 CHF 99.10% 99.10%
13.11.2024 3.45% 0.32 CHF 0.33 CHF 175'000 175'000 170'012 170'012 48'654 CHF 50'354 CHF 98.10% 98.10%
12.11.2024 3.84% 0.25 CHF 0.26 CHF 100'000 100'000 100'273 100'273 25'618 CHF 26'620 CHF 99.16% 99.16%
11.11.2024 3.58% 0.26 CHF 0.27 CHF 100'000 100'000 97'894 97'894 26'890 CHF 27'869 CHF 99.40% 99.40%
08.11.2024 3.43% 0.28 CHF 0.29 CHF 100'000 100'000 93'574 93'574 26'807 CHF 27'742 CHF 99.50% 99.50%
07.11.2024 3.62% 0.31 CHF 0.32 CHF 88'000 88'000 97'753 97'753 26'568 CHF 27'546 CHF 97.97% 97.97%

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