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 2.48% 0.38 CHF 0.39 CHF 150'000 150'000 132'226 132'226 52'692 CHF 54'014 CHF 99.44% 99.44%
19.11.2024 2.16% 0.47 CHF 0.48 CHF 125'000 125'000 125'000 125'000 57'356 CHF 58'606 CHF 97.55% 97.55%
18.11.2024 2.44% 0.47 CHF 0.48 CHF 125'000 125'000 138'915 138'915 56'268 CHF 57'657 CHF 99.15% 99.15%
15.11.2024 3.49% 0.36 CHF 0.37 CHF 175'000 175'000 193'230 193'230 54'485 CHF 56'417 CHF 97.90% 97.90%
14.11.2024 4.67% 0.22 CHF 0.23 CHF 225'000 225'000 246'106 246'096 51'482 CHF 53'940 CHF 99.39% 99.39%
13.11.2024 4.82% 0.20 CHF 0.21 CHF 250'000 250'000 224'826 224'826 45'474 CHF 47'722 CHF 98.03% 98.03%
12.11.2024 5.25% 0.20 CHF 0.21 CHF 125'000 125'000 142'491 142'492 26'403 CHF 27'828 CHF 98.23% 98.23%
11.11.2024 5.45% 0.17 CHF 0.18 CHF 150'000 150'000 147'600 147'600 26'380 CHF 27'856 CHF 99.04% 99.04%
08.11.2024 4.62% 0.18 CHF 0.19 CHF 150'000 150'000 127'392 127'392 26'951 CHF 28'225 CHF 99.36% 99.36%
07.11.2024 3.86% 0.23 CHF 0.24 CHF 100'000 100'000 100'680 100'680 25'633 CHF 26'640 CHF 99.22% 99.22%

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