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 2.35% 0.41 CHF 0.42 CHF 125'000 125'000 125'636 125'636 52'773 CHF 54'029 CHF 99.45% 99.45%
19.11.2024 2.65% 0.38 CHF 0.39 CHF 150'000 150'000 149'148 149'148 55'603 CHF 57'094 CHF 97.99% 97.99%
18.11.2024 2.28% 0.40 CHF 0.41 CHF 125'000 125'000 125'000 125'000 54'320 CHF 55'570 CHF 99.35% 99.35%
15.11.2024 2.16% 0.44 CHF 0.45 CHF 125'000 125'000 124'884 124'884 57'212 CHF 58'461 CHF 99.44% 99.44%
14.11.2024 1.63% 0.53 CHF 0.54 CHF 100'000 100'000 99'888 99'888 61'250 CHF 62'249 CHF 99.50% 99.50%
13.11.2024 1.57% 0.69 CHF 0.70 CHF 75'000 75'000 85'713 85'713 54'159 CHF 55'016 CHF 99.02% 99.02%
12.11.2024 1.62% 0.68 CHF 0.69 CHF 38'000 38'000 47'861 47'861 29'291 CHF 29'769 CHF 99.14% 99.14%
11.11.2024 2.23% 0.63 CHF 0.64 CHF 50'000 50'000 61'781 61'781 27'531 CHF 28'149 CHF 99.31% 99.31%
08.11.2024 3.58% 0.32 CHF 0.33 CHF 88'000 88'000 98'169 98'169 26'911 CHF 27'893 CHF 99.40% 99.40%
07.11.2024 3.73% 0.28 CHF 0.29 CHF 100'000 100'000 100'008 100'008 26'320 CHF 27'320 CHF 99.35% 99.35%

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