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 2.95% 0.31 CHF 0.32 CHF 175'000 175'000 157'670 157'670 52'591 CHF 54'167 CHF 99.10% 99.10%
19.11.2024 2.93% 0.33 CHF 0.34 CHF 150'000 150'000 160'460 160'460 53'894 CHF 55'499 CHF 98.62% 98.62%
18.11.2024 2.90% 0.34 CHF 0.35 CHF 150'000 150'000 155'761 155'761 52'982 CHF 54'540 CHF 98.18% 98.18%
15.11.2024 2.58% 0.35 CHF 0.36 CHF 150'000 150'000 148'615 148'615 56'998 CHF 58'484 CHF 98.52% 98.52%
14.11.2024 2.08% 0.45 CHF 0.46 CHF 125'000 125'000 125'000 125'000 59'538 CHF 60'788 CHF 98.64% 98.64%
13.11.2024 2.05% 0.45 CHF 0.46 CHF 125'000 125'000 107'565 107'565 51'784 CHF 52'859 CHF 99.24% 99.24%
12.11.2024 1.86% 0.49 CHF 0.50 CHF 50'000 50'000 50'000 50'000 26'657 CHF 27'157 CHF 98.47% 98.47%
11.11.2024 1.64% 0.55 CHF 0.56 CHF 50'000 50'000 50'000 50'000 30'388 CHF 30'888 CHF 99.06% 99.06%
08.11.2024 1.61% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 30'752 CHF 31'252 CHF 99.32% 99.32%
07.11.2024 1.61% 0.65 CHF 0.66 CHF 50'000 50'000 49'498 49'498 30'559 CHF 31'054 CHF 98.83% 98.83%

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