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 4.59% 0.23 CHF 0.24 CHF 225'000 225'000 244'918 244'918 52'127 CHF 54'576 CHF 99.49% 99.49%
19.11.2024 4.75% 0.20 CHF 0.21 CHF 250'000 250'000 249'396 249'396 51'329 CHF 53'823 CHF 98.35% 98.35%
18.11.2024 3.94% 0.23 CHF 0.24 CHF 225'000 225'000 206'537 206'537 51'398 CHF 53'463 CHF 99.07% 99.07%
15.11.2024 4.49% 0.24 CHF 0.25 CHF 225'000 225'000 245'689 245'690 53'522 CHF 55'979 CHF 99.38% 99.38%
14.11.2024 4.43% 0.21 CHF 0.22 CHF 250'000 250'000 240'657 240'657 53'082 CHF 55'488 CHF 98.86% 98.86%
13.11.2024 4.75% 0.24 CHF 0.25 CHF 225'000 225'000 221'513 221'515 45'618 CHF 47'834 CHF 99.07% 99.07%
12.11.2024 4.80% 0.22 CHF 0.23 CHF 125'000 125'000 128'206 128'207 26'054 CHF 27'337 CHF 98.78% 98.78%
11.11.2024 6.04% 0.18 CHF 0.19 CHF 150'000 150'000 163'392 163'395 26'271 CHF 27'905 CHF 99.35% 99.35%
08.11.2024 7.26% 0.14 CHF 0.15 CHF 175'000 175'000 194'336 194'336 25'827 CHF 27'771 CHF 99.49% 99.49%
07.11.2024 5.62% 0.15 CHF 0.16 CHF 163'000 163'000 151'949 151'944 26'308 CHF 27'826 CHF 99.09% 99.09%

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