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 2.01% 0.53 CHF 0.54 CHF 250'000 250'000 132'057 129'403 70'346 CHF 70'299 CHF 99.40% 99.40%
19.11.2024 2.05% 0.51 CHF 0.52 CHF 250'000 250'000 132'310 129'634 68'912 CHF 68'846 CHF 98.61% 98.61%
18.11.2024 2.09% 0.56 CHF 0.57 CHF 250'000 250'000 130'749 129'145 74'116 CHF 74'673 CHF 98.76% 98.76%
15.11.2024 1.99% 0.55 CHF 0.56 CHF 250'000 250'000 132'979 130'374 73'751 CHF 73'734 CHF 96.04% 96.04%
14.11.2024 2.25% 0.58 CHF 0.59 CHF 250'000 250'000 131'078 129'478 76'842 CHF 77'535 CHF 99.08% 99.08%
13.11.2024 2.67% 0.58 CHF 0.59 CHF 250'000 250'000 133'096 131'735 75'691 CHF 76'758 CHF 93.67% 93.67%
12.11.2024 2.02% 0.56 CHF 0.57 CHF 250'000 250'000 132'098 130'447 75'349 CHF 75'847 CHF 95.94% 95.94%
11.11.2024 2.12% 0.56 CHF 0.57 CHF 250'000 250'000 131'963 129'304 70'881 CHF 70'926 CHF 99.28% 99.28%
08.11.2024 2.39% 0.50 CHF 0.51 CHF 250'000 250'000 140'197 129'703 67'174 CHF 63'653 CHF 98.41% 98.41%
07.11.2024 2.16% 0.48 CHF 0.49 CHF 250'000 250'000 140'751 130'530 68'019 CHF 64'471 CHF 97.26% 97.26%

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