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 4.81% 0.20 CHF 0.21 CHF 250'000 250'000 251'537 251'537 51'045 CHF 53'560 CHF 99.12% 99.12%
19.11.2024 5.61% 0.18 CHF 0.19 CHF 300'000 300'000 301'205 301'203 52'180 CHF 55'191 CHF 99.00% 99.00%
18.11.2024 4.68% 0.19 CHF 0.20 CHF 275'000 275'000 253'206 253'206 52'839 CHF 55'371 CHF 99.14% 99.14%
15.11.2024 4.34% 0.21 CHF 0.22 CHF 250'000 250'000 231'456 231'443 52'203 CHF 54'514 CHF 98.78% 98.78%
14.11.2024 3.01% 0.27 CHF 0.28 CHF 200'000 200'000 161'177 161'177 52'687 CHF 54'299 CHF 99.33% 99.33%
13.11.2024 2.85% 0.38 CHF 0.39 CHF 150'000 150'000 137'156 137'155 47'666 CHF 49'038 CHF 98.97% 98.97%
12.11.2024 2.95% 0.38 CHF 0.39 CHF 75'000 75'000 82'183 82'186 27'475 CHF 28'298 CHF 99.00% 99.00%
11.11.2024 4.57% 0.35 CHF 0.36 CHF 75'000 75'000 123'870 123'870 26'550 CHF 27'789 CHF 99.25% 99.25%
08.11.2024 8.40% 0.14 CHF 0.15 CHF 200'000 200'000 228'953 228'954 26'118 CHF 28'407 CHF 99.42% 99.42%
07.11.2024 8.56% 0.12 CHF 0.13 CHF 213'000 213'000 231'257 231'254 25'848 CHF 28'160 CHF 99.30% 99.30%

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