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 2.80% 0.40 CHF 0.41 CHF 125'000 125'000 149'267 149'267 52'505 CHF 53'998 CHF 99.10% 99.10%
19.11.2024 2.86% 0.35 CHF 0.36 CHF 150'000 150'000 156'114 156'113 53'858 CHF 55'419 CHF 97.85% 97.85%
18.11.2024 2.76% 0.35 CHF 0.36 CHF 150'000 150'000 151'282 151'282 54'155 CHF 55'668 CHF 99.26% 99.26%
15.11.2024 3.21% 0.35 CHF 0.36 CHF 175'000 175'000 175'067 175'067 53'754 CHF 55'504 CHF 99.30% 99.30%
14.11.2024 3.97% 0.26 CHF 0.27 CHF 200'000 200'000 212'028 212'050 52'338 CHF 54'464 CHF 99.34% 99.34%
13.11.2024 4.06% 0.26 CHF 0.27 CHF 200'000 200'000 194'320 194'320 47'132 CHF 49'075 CHF 98.64% 98.64%
12.11.2024 4.53% 0.24 CHF 0.25 CHF 113'000 113'000 124'111 124'111 26'809 CHF 28'050 CHF 98.42% 98.42%
11.11.2024 5.49% 0.21 CHF 0.22 CHF 125'000 125'000 146'065 146'065 25'905 CHF 27'365 CHF 99.32% 99.32%
08.11.2024 5.29% 0.17 CHF 0.18 CHF 150'000 150'000 142'916 142'916 26'320 CHF 27'749 CHF 99.41% 99.41%
07.11.2024 4.66% 0.19 CHF 0.20 CHF 138'000 138'000 127'028 127'028 26'646 CHF 27'916 CHF 99.28% 99.28%

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