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 4.26% 0.22 CHF 0.23 CHF 250'000 250'000 228'360 228'360 52'405 CHF 54'689 CHF 99.80% 99.80%
19.11.2024 5.19% 0.20 CHF 0.21 CHF 250'000 250'000 277'075 277'077 51'945 CHF 54'716 CHF 99.71% 99.71%
18.11.2024 4.97% 0.20 CHF 0.21 CHF 250'000 250'000 258'836 258'837 50'766 CHF 53'354 CHF 99.70% 99.70%
15.11.2024 4.83% 0.18 CHF 0.19 CHF 275'000 275'000 252'780 252'780 51'147 CHF 53'675 CHF 99.80% 99.80%
14.11.2024 4.53% 0.22 CHF 0.23 CHF 250'000 250'000 250'000 250'000 53'955 CHF 56'455 CHF 99.80% 99.80%
13.11.2024 4.49% 0.22 CHF 0.23 CHF 250'000 250'000 249'741 249'741 54'333 CHF 56'831 CHF 99.80% 99.80%
12.11.2024 4.88% 0.21 CHF 0.22 CHF 250'000 250'000 259'077 259'077 51'831 CHF 54'422 CHF 99.50% 99.50%
11.11.2024 4.85% 0.20 CHF 0.21 CHF 250'000 250'000 250'000 250'000 50'254 CHF 52'754 CHF 99.70% 99.70%
08.11.2024 4.87% 0.20 CHF 0.21 CHF 250'000 250'000 251'304 251'304 50'337 CHF 52'851 CHF 99.80% 99.80%
07.11.2024 4.31% 0.22 CHF 0.23 CHF 250'000 250'000 231'746 231'746 52'647 CHF 54'964 CHF 95.69% 95.69%

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