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 4.85% 0.20 CHF 0.21 CHF 275'000 275'000 276'050 276'050 55'532 CHF 58'292 CHF 99.46% 99.46%
19.11.2024 4.63% 0.21 CHF 0.22 CHF 275'000 275'000 270'642 270'642 57'120 CHF 59'827 CHF 88.09% 88.09%
18.11.2024 5.11% 0.20 CHF 0.21 CHF 275'000 275'000 292'628 292'628 55'857 CHF 58'784 CHF 98.48% 98.48%
15.11.2024 4.70% 0.20 CHF 0.21 CHF 275'000 275'000 274'332 274'332 56'966 CHF 59'710 CHF 99.44% 99.44%
14.11.2024 4.59% 0.22 CHF 0.23 CHF 250'000 250'000 269'903 269'959 57'465 CHF 60'177 CHF 99.28% 99.28%
13.11.2024 4.23% 0.21 CHF 0.22 CHF 275'000 275'000 226'167 226'167 52'430 CHF 54'692 CHF 98.47% 98.47%
12.11.2024 4.34% 0.22 CHF 0.23 CHF 125'000 125'000 125'515 125'515 28'285 CHF 29'540 CHF 98.35% 98.35%
11.11.2024 3.79% 0.24 CHF 0.25 CHF 113'000 113'000 113'587 113'587 29'438 CHF 30'574 CHF 99.22% 99.22%
08.11.2024 3.23% 0.29 CHF 0.30 CHF 100'000 100'000 100'378 100'378 30'631 CHF 31'634 CHF 99.33% 99.33%
07.11.2024 3.81% 0.29 CHF 0.30 CHF 113'000 113'000 112'473 112'473 29'042 CHF 30'166 CHF 99.21% 99.21%

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