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 1.93% 0.51 CHF 0.52 CHF 225'000 75'000 214'356 71'452 109'774 CHF 37'306 CHF 99.16% 99.16%
19.11.2024 1.95% 0.52 CHF 0.53 CHF 225'000 75'000 220'108 73'369 111'775 CHF 37'992 CHF 99.17% 99.17%
18.11.2024 1.89% 0.50 CHF 0.51 CHF 225'000 75'000 184'145 61'382 96'224 CHF 32'689 CHF 99.22% 99.22%
15.11.2024 1.89% 0.55 CHF 0.56 CHF 150'000 50'000 192'353 64'118 100'465 CHF 34'130 CHF 99.16% 99.16%
14.11.2024 1.95% 0.51 CHF 0.52 CHF 225'000 75'000 218'544 72'848 111'150 CHF 37'779 CHF 99.16% 99.16%
13.11.2024 2.03% 0.48 CHF 0.49 CHF 225'000 75'000 225'000 75'000 109'667 CHF 37'306 CHF 99.16% 99.16%
12.11.2024 2.09% 0.46 CHF 0.47 CHF 225'000 75'000 225'000 75'000 106'645 CHF 36'298 CHF 99.16% 99.16%
11.11.2024 1.85% 0.52 CHF 0.53 CHF 225'000 75'000 187'986 62'662 100'140 CHF 34'007 CHF 99.16% 99.16%
08.11.2024 1.88% 0.54 CHF 0.55 CHF 150'000 50'000 207'455 69'152 109'390 CHF 37'155 CHF 99.16% 99.16%
07.11.2024 1.88% 0.52 CHF 0.53 CHF 225'000 75'000 215'481 71'827 113'476 CHF 38'544 CHF 98.19% 98.19%

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