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 4.75% 0.22 CHF 0.23 CHF 325'000 325'000 345'251 345'251 70'945 CHF 74'398 CHF 99.49% 99.49%
19.11.2024 4.15% 0.22 CHF 0.23 CHF 325'000 325'000 306'717 306'717 72'283 CHF 75'350 CHF 95.13% 95.13%
18.11.2024 4.04% 0.23 CHF 0.24 CHF 325'000 325'000 299'985 299'985 72'712 CHF 75'712 CHF 99.32% 99.32%
15.11.2024 4.01% 0.25 CHF 0.26 CHF 275'000 275'000 297'525 297'525 72'766 CHF 75'741 CHF 98.78% 98.78%
14.11.2024 4.30% 0.22 CHF 0.23 CHF 325'000 325'000 325'081 325'081 73'921 CHF 77'172 CHF 98.69% 98.69%
13.11.2024 4.24% 0.21 CHF 0.22 CHF 350'000 350'000 279'626 279'763 64'214 CHF 67'042 CHF 99.03% 99.03%
12.11.2024 4.08% 0.25 CHF 0.26 CHF 150'000 150'000 149'948 149'948 36'022 CHF 37'522 CHF 99.14% 99.14%
11.11.2024 3.82% 0.25 CHF 0.26 CHF 138'000 138'000 138'047 138'047 35'458 CHF 36'839 CHF 99.32% 99.32%
08.11.2024 3.65% 0.28 CHF 0.29 CHF 125'000 125'000 129'432 129'433 34'809 CHF 36'103 CHF 99.40% 99.40%
07.11.2024 3.20% 0.30 CHF 0.31 CHF 113'000 113'000 115'199 115'209 35'417 CHF 36'572 CHF 99.24% 99.24%

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