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 3.17% 0.33 CHF 0.34 CHF 175'000 175'000 175'000 175'000 54'397 CHF 56'147 CHF 99.18% 99.18%
19.11.2024 3.10% 0.33 CHF 0.34 CHF 175'000 175'000 170'525 170'525 54'121 CHF 55'826 CHF 99.34% 99.34%
18.11.2024 2.60% 0.35 CHF 0.36 CHF 150'000 150'000 144'272 144'272 54'834 CHF 56'277 CHF 99.37% 99.37%
15.11.2024 2.23% 0.42 CHF 0.43 CHF 125'000 125'000 125'000 125'000 55'384 CHF 56'634 CHF 99.48% 99.48%
14.11.2024 2.14% 0.44 CHF 0.45 CHF 125'000 125'000 125'000 125'000 57'761 CHF 59'011 CHF 99.44% 99.44%
13.11.2024 2.53% 0.41 CHF 0.42 CHF 125'000 125'000 125'847 125'847 49'052 CHF 50'310 CHF 98.75% 98.75%
12.11.2024 2.51% 0.40 CHF 0.41 CHF 63'000 63'000 68'833 68'833 27'077 CHF 27'765 CHF 99.03% 99.03%
11.11.2024 3.88% 0.34 CHF 0.35 CHF 75'000 75'000 104'402 104'401 26'390 CHF 27'434 CHF 98.86% 98.86%
08.11.2024 4.29% 0.22 CHF 0.23 CHF 125'000 125'000 115'533 115'533 26'342 CHF 27'498 CHF 99.49% 99.49%
07.11.2024 4.06% 0.23 CHF 0.24 CHF 113'000 113'000 106'843 106'843 25'761 CHF 26'830 CHF 99.20% 99.20%

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