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 3.59% 0.32 CHF 0.33 CHF 175'000 175'000 194'916 194'916 53'453 CHF 55'402 CHF 99.47% 99.47%
19.11.2024 3.66% 0.28 CHF 0.29 CHF 200'000 200'000 198'941 198'941 53'448 CHF 55'438 CHF 98.49% 98.49%
18.11.2024 3.51% 0.27 CHF 0.28 CHF 200'000 200'000 194'816 194'815 54'478 CHF 56'426 CHF 98.99% 98.99%
15.11.2024 4.13% 0.28 CHF 0.29 CHF 200'000 200'000 220'954 220'954 52'478 CHF 54'687 CHF 99.30% 99.30%
14.11.2024 5.07% 0.20 CHF 0.21 CHF 250'000 250'000 269'802 269'818 51'832 CHF 54'534 CHF 98.69% 98.69%
13.11.2024 5.16% 0.21 CHF 0.22 CHF 250'000 250'000 246'227 246'227 46'717 CHF 49'179 CHF 99.15% 99.15%
12.11.2024 5.73% 0.19 CHF 0.20 CHF 150'000 150'000 151'737 151'737 25'708 CHF 27'225 CHF 99.11% 99.11%
11.11.2024 7.00% 0.17 CHF 0.18 CHF 163'000 163'000 189'710 189'710 26'161 CHF 28'058 CHF 98.95% 98.95%
08.11.2024 6.69% 0.13 CHF 0.14 CHF 188'000 188'000 180'908 180'887 26'149 CHF 27'955 CHF 99.41% 99.41%
07.11.2024 5.86% 0.15 CHF 0.16 CHF 175'000 175'000 157'067 157'067 26'043 CHF 27'614 CHF 98.89% 98.89%

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