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 2.71% 0.33 CHF 0.34 CHF 175'000 175'000 154'323 154'323 56'232 CHF 57'776 CHF 99.49% 99.49%
19.11.2024 2.30% 0.42 CHF 0.43 CHF 125'000 125'000 125'715 125'715 54'089 CHF 55'346 CHF 98.53% 98.53%
18.11.2024 2.61% 0.42 CHF 0.43 CHF 150'000 150'000 148'261 148'261 56'069 CHF 57'551 CHF 99.30% 99.30%
15.11.2024 2.49% 0.41 CHF 0.42 CHF 125'000 125'000 139'924 139'927 55'450 CHF 56'850 CHF 99.36% 99.36%
14.11.2024 2.36% 0.41 CHF 0.42 CHF 125'000 125'000 125'496 125'496 52'600 CHF 53'854 CHF 99.44% 99.44%
13.11.2024 2.93% 0.37 CHF 0.38 CHF 150'000 150'000 149'883 149'882 50'656 CHF 52'155 CHF 94.54% 94.54%
12.11.2024 2.27% 0.37 CHF 0.38 CHF 63'000 63'000 62'742 62'742 27'409 CHF 28'036 CHF 99.00% 99.00%
11.11.2024 2.82% 0.47 CHF 0.48 CHF 50'000 50'000 81'487 81'487 28'403 CHF 29'218 CHF 98.33% 98.33%
08.11.2024 3.51% 0.32 CHF 0.33 CHF 88'000 88'000 97'568 97'568 27'321 CHF 28'297 CHF 99.45% 99.45%
07.11.2024 3.39% 0.29 CHF 0.30 CHF 100'000 100'000 89'728 89'728 26'050 CHF 26'947 CHF 99.02% 99.02%

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