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% 0.40 CHF 0.42 CHF 125'000 125'000 126'045 126'040 56'379 CHF 58'898 CHF 99.21% 99.21%
19.11.2024 4.33% 0.44 CHF 0.46 CHF 125'000 125'000 125'000 125'000 56'555 CHF 59'055 CHF 99.05% 99.05%
18.11.2024 4.26% 0.46 CHF 0.48 CHF 125'000 125'000 123'150 123'150 56'619 CHF 59'082 CHF 97.59% 97.59%
15.11.2024 3.67% 0.48 CHF 0.50 CHF 100'000 100'000 100'000 100'000 53'618 CHF 55'618 CHF 99.34% 99.34%
14.11.2024 2.86% 0.64 CHF 0.66 CHF 100'000 100'000 79'459 79'459 54'592 CHF 56'181 CHF 99.10% 99.10%
13.11.2024 2.79% 0.66 CHF 0.68 CHF 75'000 75'000 67'622 67'622 47'589 CHF 48'941 CHF 99.34% 99.34%
12.11.2024 2.49% 0.72 CHF 0.74 CHF 38'000 38'000 38'000 38'000 30'197 CHF 30'957 CHF 99.00% 99.00%
11.11.2024 2.16% 0.82 CHF 0.84 CHF 38'000 38'000 38'000 38'000 34'961 CHF 35'721 CHF 98.11% 98.11%
08.11.2024 2.13% 0.96 CHF 0.98 CHF 38'000 38'000 37'863 37'863 35'140 CHF 35'897 CHF 98.90% 98.90%
07.11.2024 2.15% 0.97 CHF 0.99 CHF 38'000 38'000 37'451 37'451 34'432 CHF 35'181 CHF 98.62% 98.62%

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