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 3.10% 0.32 CHF 0.33 CHF 120'000 120'000 116'873 116'873 37'191 CHF 38'360 CHF 100.00% 100.00%
19.11.2024 3.27% 0.30 CHF 0.31 CHF 120'000 120'000 116'871 116'871 35'136 CHF 36'305 CHF 100.00% 100.00%
18.11.2024 3.50% 0.29 CHF 0.30 CHF 130'000 130'000 126'615 126'615 35'591 CHF 36'857 CHF 100.00% 100.00%
15.11.2024 3.85% 0.26 CHF 0.27 CHF 130'000 130'000 126'612 126'612 32'363 CHF 33'630 CHF 100.00% 100.00%
14.11.2024 4.39% 0.23 CHF 0.24 CHF 130'000 130'000 126'591 126'591 28'273 CHF 29'539 CHF 99.36% 99.36%
13.11.2024 4.00% 0.24 CHF 0.25 CHF 130'000 130'000 126'615 126'615 31'033 CHF 32'299 CHF 100.00% 100.00%
12.11.2024 3.99% 0.22 CHF 0.23 CHF 130'000 130'000 126'913 126'913 31'210 CHF 32'480 CHF 68.32% 100.00%
11.11.2024 3.17% 0.29 CHF 0.30 CHF 120'000 120'000 116'871 116'871 36'290 CHF 37'459 CHF 99.93% 99.93%
08.11.2024 2.71% 0.34 CHF 0.35 CHF 120'000 120'000 108'846 108'846 39'620 CHF 40'708 CHF 99.67% 99.67%
07.11.2024 2.09% 0.49 CHF 0.50 CHF 110'000 110'000 107'091 107'091 50'780 CHF 51'851 CHF 98.53% 98.53%

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