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 3.28% 0.32 CHF 0.33 CHF 200'000 200'000 200'000 200'000 60'103 CHF 62'103 CHF 99.81% 99.81%
19.11.2024 2.45% 0.37 CHF 0.38 CHF 200'000 200'000 200'000 200'000 80'945 CHF 82'945 CHF 99.72% 99.72%
18.11.2024 2.59% 0.37 CHF 0.38 CHF 200'000 200'000 200'000 200'000 76'188 CHF 78'188 CHF 99.71% 99.71%
15.11.2024 2.67% 0.42 CHF 0.43 CHF 200'000 200'000 200'000 200'000 73'957 CHF 75'957 CHF 99.81% 99.81%
14.11.2024 2.89% 0.32 CHF 0.33 CHF 200'000 200'000 200'000 200'000 68'198 CHF 70'198 CHF 99.81% 99.81%
13.11.2024 2.89% 0.34 CHF 0.35 CHF 200'000 200'000 200'000 200'000 68'321 CHF 70'321 CHF 99.81% 99.81%
12.11.2024 2.59% 0.36 CHF 0.37 CHF 200'000 200'000 200'000 200'000 76'499 CHF 78'499 CHF 99.51% 99.51%
11.11.2024 2.57% 0.39 CHF 0.40 CHF 200'000 200'000 200'000 200'000 76'896 CHF 78'896 CHF 99.72% 99.72%
08.11.2024 2.51% 0.41 CHF 0.42 CHF 200'000 200'000 200'000 200'000 78'775 CHF 80'775 CHF 99.81% 99.81%
07.11.2024 2.92% 0.35 CHF 0.36 CHF 200'000 200'000 200'000 200'000 67'601 CHF 69'601 CHF 95.69% 95.69%

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