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 3.63% 0.29 CHF 0.30 CHF 200'000 200'000 198'580 198'580 53'704 CHF 55'690 CHF 99.43% 99.43%
19.11.2024 3.47% 0.29 CHF 0.30 CHF 175'000 175'000 190'678 190'678 54'007 CHF 55'913 CHF 99.05% 99.05%
18.11.2024 3.59% 0.28 CHF 0.29 CHF 200'000 200'000 197'118 197'118 53'937 CHF 55'908 CHF 99.15% 99.15%
15.11.2024 3.72% 0.28 CHF 0.29 CHF 200'000 200'000 200'116 200'116 52'814 CHF 54'815 CHF 99.33% 99.33%
14.11.2024 4.53% 0.24 CHF 0.25 CHF 225'000 225'000 243'507 243'507 52'598 CHF 55'034 CHF 99.33% 99.33%
13.11.2024 4.53% 0.20 CHF 0.21 CHF 250'000 250'000 222'366 222'366 47'924 CHF 50'148 CHF 99.41% 99.41%
12.11.2024 4.44% 0.21 CHF 0.22 CHF 125'000 125'000 121'765 121'764 26'810 CHF 28'028 CHF 98.93% 98.93%
11.11.2024 3.78% 0.24 CHF 0.25 CHF 125'000 125'000 103'451 103'450 26'879 CHF 27'913 CHF 99.31% 99.31%
08.11.2024 2.88% 0.31 CHF 0.32 CHF 88'000 88'000 77'123 77'123 26'414 CHF 27'185 CHF 99.33% 99.33%
07.11.2024 2.70% 0.34 CHF 0.35 CHF 75'000 75'000 75'000 75'000 27'465 CHF 28'215 CHF 99.25% 99.25%

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