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 2.23% 0.41 CHF 0.42 CHF 125'000 125'000 125'141 125'141 55'585 CHF 56'837 CHF 99.39% 99.39%
19.11.2024 1.89% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 52'448 CHF 53'448 CHF 99.00% 99.00%
18.11.2024 2.19% 0.55 CHF 0.56 CHF 100'000 100'000 120'457 120'457 54'603 CHF 55'808 CHF 96.99% 96.99%
15.11.2024 3.31% 0.40 CHF 0.41 CHF 150'000 150'000 184'434 184'437 54'911 CHF 56'757 CHF 97.52% 97.52%
14.11.2024 5.12% 0.21 CHF 0.22 CHF 250'000 250'000 280'618 280'618 53'450 CHF 56'256 CHF 99.39% 99.39%
13.11.2024 5.18% 0.18 CHF 0.19 CHF 300'000 300'000 247'900 247'897 46'508 CHF 48'986 CHF 98.86% 98.86%
12.11.2024 5.64% 0.19 CHF 0.20 CHF 138'000 138'000 151'382 151'389 26'109 CHF 27'624 CHF 98.97% 98.97%
11.11.2024 5.92% 0.15 CHF 0.16 CHF 163'000 163'000 158'588 158'588 26'027 CHF 27'613 CHF 98.97% 98.97%
08.11.2024 4.69% 0.17 CHF 0.18 CHF 150'000 150'000 128'825 128'825 26'847 CHF 28'136 CHF 98.87% 98.87%
07.11.2024 3.57% 0.24 CHF 0.25 CHF 100'000 100'000 97'965 97'965 26'999 CHF 27'979 CHF 98.85% 98.85%

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