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 2.67% 0.38 CHF 0.39 CHF 150'000 150'000 149'850 149'850 55'427 CHF 56'925 CHF 99.39% 99.39%
19.11.2024 2.42% 0.39 CHF 0.40 CHF 125'000 125'000 128'396 128'396 52'426 CHF 53'710 CHF 99.27% 99.27%
18.11.2024 2.76% 0.35 CHF 0.36 CHF 150'000 150'000 151'131 151'131 54'024 CHF 55'535 CHF 99.31% 99.31%
15.11.2024 2.86% 0.36 CHF 0.37 CHF 150'000 150'000 151'839 151'839 52'359 CHF 53'877 CHF 99.38% 99.38%
14.11.2024 2.80% 0.34 CHF 0.35 CHF 150'000 150'000 151'166 151'166 53'239 CHF 54'750 CHF 99.38% 99.38%
13.11.2024 2.83% 0.37 CHF 0.38 CHF 150'000 150'000 156'432 156'432 54'589 CHF 56'153 CHF 99.38% 99.38%
12.11.2024 3.31% 0.32 CHF 0.33 CHF 175'000 175'000 180'357 180'357 53'671 CHF 55'474 CHF 99.05% 99.05%
11.11.2024 3.34% 0.30 CHF 0.31 CHF 175'000 175'000 178'025 178'025 52'362 CHF 54'142 CHF 99.28% 99.28%
08.11.2024 3.73% 0.27 CHF 0.28 CHF 200'000 200'000 202'977 202'977 53'506 CHF 55'536 CHF 99.38% 99.38%
07.11.2024 5.97% 0.19 CHF 0.20 CHF 300'000 300'000 321'367 321'367 52'292 CHF 55'506 CHF 99.25% 99.25%

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