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 3.06% 0.34 CHF 0.35 CHF 150'000 150'000 170'176 170'177 54'690 CHF 56'392 CHF 99.45% 99.45%
19.11.2024 3.16% 0.30 CHF 0.31 CHF 175'000 175'000 174'395 174'395 54'265 CHF 56'009 CHF 97.45% 97.45%
18.11.2024 2.71% 0.34 CHF 0.35 CHF 150'000 150'000 150'000 150'000 54'746 CHF 56'246 CHF 99.03% 99.03%
15.11.2024 3.03% 0.35 CHF 0.36 CHF 150'000 150'000 170'914 170'914 55'472 CHF 57'181 CHF 98.56% 98.56%
14.11.2024 3.02% 0.31 CHF 0.32 CHF 175'000 175'000 171'485 171'485 55'940 CHF 57'655 CHF 98.76% 98.76%
13.11.2024 3.26% 0.35 CHF 0.36 CHF 150'000 150'000 153'004 153'004 46'131 CHF 47'661 CHF 98.08% 98.08%
12.11.2024 3.28% 0.32 CHF 0.33 CHF 88'000 88'000 89'204 89'206 26'789 CHF 27'681 CHF 98.52% 98.52%
11.11.2024 4.06% 0.27 CHF 0.28 CHF 100'000 100'000 110'571 110'571 26'726 CHF 27'831 CHF 99.32% 99.32%
08.11.2024 4.91% 0.21 CHF 0.22 CHF 125'000 125'000 129'535 129'535 25'735 CHF 27'030 CHF 99.31% 99.31%
07.11.2024 3.84% 0.22 CHF 0.23 CHF 113'000 113'000 103'148 103'148 26'381 CHF 27'412 CHF 99.23% 99.23%

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