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
22.11.2024 2.64% 0.38 CHF 0.39 CHF 150'000 150'000 150'000 150'000 56'071 CHF 57'571 CHF 99.35% 99.35%
20.11.2024 2.44% 0.38 CHF 0.39 CHF 150'000 150'000 130'099 130'099 52'578 CHF 53'879 CHF 99.38% 99.38%
19.11.2024 2.81% 0.37 CHF 0.38 CHF 150'000 150'000 151'835 151'835 53'289 CHF 54'807 CHF 99.23% 99.23%
18.11.2024 2.64% 0.38 CHF 0.39 CHF 150'000 150'000 150'000 150'000 56'037 CHF 57'537 CHF 99.28% 99.28%
15.11.2024 2.61% 0.37 CHF 0.38 CHF 150'000 150'000 150'000 150'000 56'727 CHF 58'227 CHF 99.37% 99.37%
14.11.2024 2.54% 0.39 CHF 0.40 CHF 150'000 150'000 147'006 147'006 57'104 CHF 58'575 CHF 99.35% 99.35%
13.11.2024 2.54% 0.39 CHF 0.40 CHF 150'000 150'000 142'566 142'566 55'456 CHF 56'882 CHF 99.39% 99.39%
12.11.2024 2.43% 0.38 CHF 0.39 CHF 150'000 150'000 132'599 132'599 53'799 CHF 55'125 CHF 99.07% 99.07%
11.11.2024 2.23% 0.44 CHF 0.45 CHF 125'000 125'000 125'782 125'782 55'686 CHF 56'944 CHF 99.27% 99.27%
08.11.2024 3.14% 0.35 CHF 0.36 CHF 150'000 150'000 171'463 171'463 53'871 CHF 55'586 CHF 99.38% 99.38%

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