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 3.35% 0.30 CHF 0.31 CHF 250'000 100'000 250'000 100'000 73'342 CHF 30'337 CHF 99.17% 99.17%
19.11.2024 3.77% 0.28 CHF 0.29 CHF 250'000 100'000 250'000 100'000 65'119 CHF 27'047 CHF 99.17% 99.17%
18.11.2024 3.42% 0.28 CHF 0.29 CHF 250'000 100'000 250'000 100'000 71'896 CHF 29'759 CHF 99.22% 99.22%
15.11.2024 3.23% 0.31 CHF 0.32 CHF 250'000 100'000 250'000 100'000 76'244 CHF 31'498 CHF 99.17% 99.17%
14.11.2024 3.33% 0.30 CHF 0.31 CHF 250'000 100'000 250'000 100'000 73'799 CHF 30'520 CHF 99.16% 99.16%
13.11.2024 4.02% 0.25 CHF 0.26 CHF 250'000 100'000 250'000 100'000 60'956 CHF 25'383 CHF 99.17% 99.17%
12.11.2024 3.70% 0.26 CHF 0.27 CHF 250'000 100'000 250'000 100'000 66'399 CHF 27'560 CHF 99.16% 99.16%
11.11.2024 3.62% 0.28 CHF 0.29 CHF 250'000 100'000 250'000 100'000 67'904 CHF 28'162 CHF 99.17% 99.17%
08.11.2024 3.98% 0.25 CHF 0.26 CHF 250'000 100'000 250'000 100'000 61'562 CHF 25'625 CHF 99.17% 99.17%
07.11.2024 3.79% 0.24 CHF 0.25 CHF 250'000 100'000 250'000 100'000 64'842 CHF 26'937 CHF 98.06% 98.06%

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