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 4.38% 0.23 CHF 0.24 CHF 250'000 250'000 240'322 240'322 53'669 CHF 56'073 CHF 99.38% 99.38%
19.11.2024 4.43% 0.21 CHF 0.22 CHF 250'000 250'000 241'865 241'865 53'419 CHF 55'838 CHF 99.21% 99.21%
18.11.2024 5.00% 0.21 CHF 0.22 CHF 250'000 250'000 262'106 262'106 51'107 CHF 53'728 CHF 99.29% 99.29%
15.11.2024 4.71% 0.20 CHF 0.21 CHF 250'000 250'000 248'203 248'203 51'509 CHF 53'991 CHF 99.37% 99.37%
14.11.2024 3.86% 0.24 CHF 0.25 CHF 200'000 200'000 200'000 200'000 50'864 CHF 52'864 CHF 99.35% 99.35%
13.11.2024 4.04% 0.26 CHF 0.27 CHF 200'000 200'000 216'995 216'995 52'599 CHF 54'769 CHF 99.36% 99.36%
12.11.2024 4.22% 0.25 CHF 0.26 CHF 225'000 225'000 226'184 226'183 52'533 CHF 54'795 CHF 99.09% 99.09%
11.11.2024 4.56% 0.21 CHF 0.22 CHF 250'000 250'000 250'000 250'000 53'604 CHF 56'104 CHF 99.30% 99.30%
08.11.2024 4.32% 0.22 CHF 0.23 CHF 250'000 250'000 234'368 234'368 53'091 CHF 55'434 CHF 99.39% 99.39%
07.11.2024 5.33% 0.18 CHF 0.19 CHF 300'000 300'000 288'534 288'534 52'672 CHF 55'557 CHF 99.24% 99.24%

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