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 2.51% 0.37 CHF 0.38 CHF 150'000 150'000 131'614 131'616 51'808 CHF 53'124 CHF 99.48% 99.48%
19.11.2024 2.29% 0.43 CHF 0.44 CHF 125'000 125'000 125'000 125'000 54'067 CHF 55'317 CHF 98.37% 98.37%
18.11.2024 2.44% 0.43 CHF 0.44 CHF 125'000 125'000 125'267 125'267 50'791 CHF 52'044 CHF 99.36% 99.36%
15.11.2024 2.38% 0.43 CHF 0.44 CHF 125'000 125'000 125'000 125'000 51'953 CHF 53'203 CHF 99.45% 99.45%
14.11.2024 2.30% 0.42 CHF 0.43 CHF 125'000 125'000 125'000 125'000 53'645 CHF 54'895 CHF 99.24% 99.24%
13.11.2024 2.64% 0.40 CHF 0.41 CHF 125'000 125'000 131'730 131'730 49'341 CHF 50'659 CHF 99.16% 99.16%
12.11.2024 2.26% 0.40 CHF 0.41 CHF 63'000 63'000 63'000 63'000 27'540 CHF 28'170 CHF 98.28% 98.28%
11.11.2024 2.58% 0.46 CHF 0.47 CHF 63'000 63'000 72'469 72'469 27'837 CHF 28'562 CHF 98.39% 98.39%
08.11.2024 2.99% 0.36 CHF 0.37 CHF 75'000 75'000 85'365 85'365 28'114 CHF 28'968 CHF 99.40% 99.40%
07.11.2024 2.90% 0.34 CHF 0.35 CHF 88'000 88'000 76'196 76'196 25'930 CHF 26'692 CHF 98.80% 98.80%

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