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% 0.53 CHF 0.54 CHF 305'000 305'000 299'926 299'926 150'204 CHF 153'203 CHF 99.49% 99.49%
19.11.2024 1.95% 0.51 CHF 0.52 CHF 300'000 300'000 300'075 300'075 152'664 CHF 155'665 CHF 96.60% 96.60%
18.11.2024 2.70% 0.39 CHF 0.40 CHF 290'000 290'000 288'148 288'148 105'643 CHF 108'525 CHF 99.61% 99.61%
15.11.2024 3.07% 0.32 CHF 0.33 CHF 285'000 285'000 283'468 283'468 91'150 CHF 93'985 CHF 99.22% 99.22%
14.11.2024 3.76% 0.31 CHF 0.32 CHF 285'000 285'000 278'028 278'028 73'537 CHF 76'317 CHF 97.92% 97.92%
13.11.2024 2.00% 0.49 CHF 0.50 CHF 300'000 300'000 297'572 297'572 147'196 CHF 150'172 CHF 99.05% 99.05%
12.11.2024 2.32% 0.51 CHF 0.52 CHF 300'000 300'000 291'917 291'917 124'639 CHF 127'558 CHF 98.68% 98.68%
11.11.2024 2.87% 0.35 CHF 0.36 CHF 285'000 285'000 283'822 283'822 97'557 CHF 100'395 CHF 99.80% 99.80%
08.11.2024 2.59% 0.41 CHF 0.42 CHF 290'000 290'000 287'684 287'684 110'185 CHF 113'062 CHF 98.18% 98.18%
07.11.2024 2.80% 0.31 CHF 0.32 CHF 280'000 280'000 283'357 283'357 100'414 CHF 103'248 CHF 98.08% 98.08%

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