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 1.98% 0.50 CHF 0.51 CHF 225'000 50'000 225'000 50'000 112'668 CHF 25'537 CHF 99.37% 99.37%
19.11.2024 1.80% 0.52 CHF 0.53 CHF 225'000 50'000 225'000 50'000 124'292 CHF 28'121 CHF 99.37% 99.37%
18.11.2024 1.65% 0.59 CHF 0.60 CHF 225'000 50'000 225'000 50'000 135'131 CHF 30'529 CHF 99.22% 99.22%
15.11.2024 1.62% 0.62 CHF 0.63 CHF 225'000 50'000 225'000 50'000 138'271 CHF 31'227 CHF 99.37% 99.37%
14.11.2024 1.26% 0.73 CHF 0.74 CHF 225'000 50'000 225'000 50'000 177'406 CHF 39'924 CHF 99.37% 99.37%
13.11.2024 1.19% 0.88 CHF 0.89 CHF 225'000 50'000 225'000 50'000 188'712 CHF 42'436 CHF 98.32% 98.32%
12.11.2024 1.01% 0.95 CHF 0.96 CHF 225'000 50'000 225'000 50'000 221'136 CHF 49'641 CHF 99.37% 99.37%
11.11.2024 1.01% 0.99 CHF 1.00 CHF 225'000 50'000 225'000 50'000 222'232 CHF 49'885 CHF 99.37% 99.37%
08.11.2024 1.08% 0.95 CHF 0.96 CHF 225'000 50'000 225'000 50'000 207'055 CHF 46'512 CHF 99.37% 99.37%
07.11.2024 1.08% 0.92 CHF 0.93 CHF 225'000 50'000 225'000 50'000 206'899 CHF 46'478 CHF 99.29% 99.29%

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