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 2.92% 0.37 CHF 0.38 CHF 150'000 150'000 169'699 169'699 57'181 CHF 58'878 CHF 99.13% 99.13%
19.11.2024 2.48% 0.37 CHF 0.38 CHF 150'000 150'000 149'476 149'476 59'525 CHF 61'020 CHF 98.73% 98.73%
18.11.2024 2.38% 0.38 CHF 0.39 CHF 150'000 150'000 143'375 143'376 59'555 CHF 60'988 CHF 99.30% 99.30%
15.11.2024 2.37% 0.43 CHF 0.44 CHF 125'000 125'000 145'356 145'356 60'645 CHF 62'098 CHF 98.37% 98.37%
14.11.2024 2.63% 0.37 CHF 0.38 CHF 150'000 150'000 150'083 150'083 56'303 CHF 57'804 CHF 98.60% 98.60%
13.11.2024 2.58% 0.34 CHF 0.35 CHF 175'000 175'000 134'158 134'157 51'137 CHF 52'478 CHF 99.10% 99.10%
12.11.2024 2.38% 0.43 CHF 0.44 CHF 75'000 75'000 74'947 74'947 31'107 CHF 31'857 CHF 99.07% 99.07%
11.11.2024 2.19% 0.44 CHF 0.45 CHF 63'000 63'000 63'000 63'000 28'441 CHF 29'071 CHF 99.17% 99.17%
08.11.2024 2.10% 0.50 CHF 0.51 CHF 63'000 63'000 63'000 63'000 29'668 CHF 30'298 CHF 99.39% 99.39%
07.11.2024 1.89% 0.51 CHF 0.52 CHF 63'000 63'000 63'000 63'000 33'092 CHF 33'722 CHF 99.26% 99.26%

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