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 4.90% 0.19 CHF 0.20 CHF 250'000 250'000 254'945 254'945 50'760 CHF 53'310 CHF 99.38% 99.38%
19.11.2024 4.81% 0.19 CHF 0.20 CHF 275'000 275'000 257'032 257'032 52'118 CHF 54'688 CHF 99.28% 99.28%
18.11.2024 4.44% 0.21 CHF 0.22 CHF 250'000 250'000 241'788 241'788 53'298 CHF 55'715 CHF 99.25% 99.25%
15.11.2024 4.14% 0.24 CHF 0.25 CHF 225'000 225'000 221'765 221'765 52'537 CHF 54'755 CHF 99.38% 99.38%
14.11.2024 3.34% 0.26 CHF 0.27 CHF 200'000 200'000 184'320 184'320 54'464 CHF 56'307 CHF 99.35% 99.35%
13.11.2024 3.01% 0.33 CHF 0.34 CHF 175'000 175'000 172'909 172'909 56'568 CHF 58'297 CHF 99.39% 99.39%
12.11.2024 2.78% 0.33 CHF 0.34 CHF 175'000 175'000 150'654 150'654 53'395 CHF 54'901 CHF 99.07% 99.07%
11.11.2024 2.57% 0.40 CHF 0.41 CHF 125'000 125'000 146'865 146'865 56'363 CHF 57'831 CHF 99.24% 99.24%
08.11.2024 2.92% 0.38 CHF 0.39 CHF 150'000 150'000 163'106 163'107 55'072 CHF 56'703 CHF 99.38% 99.38%
07.11.2024 4.11% 0.25 CHF 0.26 CHF 200'000 200'000 222'504 222'504 53'000 CHF 55'225 CHF 99.27% 99.27%

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