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 3.14% 0.33 CHF 0.34 CHF 175'000 175'000 175'000 175'000 54'967 CHF 56'717 CHF 99.49% 99.49%
19.11.2024 3.23% 0.30 CHF 0.31 CHF 175'000 175'000 175'225 175'225 53'424 CHF 55'176 CHF 97.62% 97.62%
18.11.2024 2.83% 0.33 CHF 0.34 CHF 175'000 175'000 170'862 170'862 59'563 CHF 61'272 CHF 99.21% 99.21%
15.11.2024 3.12% 0.34 CHF 0.35 CHF 175'000 175'000 175'669 175'669 55'382 CHF 57'139 CHF 99.36% 99.36%
14.11.2024 3.08% 0.31 CHF 0.32 CHF 200'000 200'000 179'103 179'103 57'179 CHF 58'970 CHF 98.83% 98.83%
13.11.2024 3.28% 0.34 CHF 0.35 CHF 175'000 175'000 173'902 173'902 52'079 CHF 53'818 CHF 98.28% 98.28%
12.11.2024 3.27% 0.31 CHF 0.32 CHF 100'000 100'000 97'220 97'220 29'259 CHF 30'231 CHF 98.93% 98.93%
11.11.2024 3.86% 0.28 CHF 0.29 CHF 100'000 100'000 110'846 110'846 28'177 CHF 29'285 CHF 98.87% 98.87%
08.11.2024 4.44% 0.23 CHF 0.24 CHF 125'000 125'000 128'056 128'056 28'190 CHF 29'470 CHF 99.41% 99.41%
07.11.2024 3.70% 0.24 CHF 0.25 CHF 113'000 113'000 106'293 106'293 28'140 CHF 29'203 CHF 98.79% 98.79%

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