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
22.11.2024 2.68% 0.38 CHF 0.39 CHF 150'000 150'000 150'519 150'519 55'388 CHF 56'893 CHF 99.36% 99.36%
20.11.2024 2.43% 0.37 CHF 0.38 CHF 150'000 150'000 130'099 130'099 52'903 CHF 54'204 CHF 99.37% 99.37%
19.11.2024 3.00% 0.35 CHF 0.36 CHF 150'000 150'000 166'098 166'098 54'465 CHF 56'126 CHF 99.23% 99.23%
18.11.2024 2.71% 0.37 CHF 0.38 CHF 150'000 150'000 150'000 150'000 54'643 CHF 56'143 CHF 99.28% 99.28%
15.11.2024 2.65% 0.36 CHF 0.37 CHF 150'000 150'000 150'000 150'000 55'885 CHF 57'385 CHF 99.39% 99.39%
14.11.2024 2.52% 0.39 CHF 0.40 CHF 150'000 150'000 137'836 137'836 53'999 CHF 55'378 CHF 99.35% 99.35%
13.11.2024 2.50% 0.39 CHF 0.40 CHF 150'000 150'000 140'361 140'361 55'361 CHF 56'765 CHF 99.37% 99.37%
12.11.2024 2.34% 0.38 CHF 0.39 CHF 150'000 150'000 128'649 128'649 54'425 CHF 55'712 CHF 99.06% 99.06%
11.11.2024 2.08% 0.47 CHF 0.48 CHF 125'000 125'000 124'318 124'318 59'223 CHF 60'466 CHF 99.26% 99.26%
08.11.2024 3.39% 0.34 CHF 0.35 CHF 175'000 175'000 184'798 184'798 53'726 CHF 55'574 CHF 99.39% 99.39%

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