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 4.21% 0.25 CHF 0.26 CHF 325'000 325'000 344'965 344'965 80'285 CHF 83'735 CHF 99.21% 99.21%
19.11.2024 3.81% 0.25 CHF 0.26 CHF 325'000 325'000 306'410 306'410 78'927 CHF 81'991 CHF 95.57% 95.57%
18.11.2024 3.68% 0.25 CHF 0.26 CHF 325'000 325'000 301'626 301'626 80'442 CHF 83'458 CHF 99.33% 99.33%
15.11.2024 3.71% 0.27 CHF 0.28 CHF 300'000 300'000 300'123 300'123 79'525 CHF 82'526 CHF 98.37% 98.37%
14.11.2024 3.96% 0.24 CHF 0.25 CHF 325'000 325'000 325'085 325'085 80'449 CHF 83'699 CHF 98.67% 98.67%
13.11.2024 3.92% 0.23 CHF 0.24 CHF 350'000 350'000 279'375 279'376 69'538 CHF 72'332 CHF 98.50% 98.50%
12.11.2024 3.77% 0.27 CHF 0.28 CHF 150'000 150'000 149'946 149'946 39'021 CHF 40'520 CHF 99.05% 99.05%
11.11.2024 3.56% 0.27 CHF 0.28 CHF 138'000 138'000 138'324 138'328 38'211 CHF 39'596 CHF 99.21% 99.21%
08.11.2024 3.42% 0.30 CHF 0.31 CHF 125'000 125'000 136'495 136'495 39'236 CHF 40'601 CHF 99.33% 99.33%
07.11.2024 3.10% 0.31 CHF 0.32 CHF 125'000 125'000 125'000 125'000 39'724 CHF 40'974 CHF 99.23% 99.23%

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