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 1.28% 0.78 CHF 0.79 CHF 250'000 25'000 250'000 25'000 193'461 CHF 19'596 CHF 99.38% 99.38%
19.11.2024 1.29% 0.77 CHF 0.78 CHF 250'000 25'000 250'000 25'000 192'823 CHF 19'532 CHF 99.38% 99.38%
18.11.2024 1.36% 0.74 CHF 0.75 CHF 250'000 25'000 250'000 25'000 183'048 CHF 18'555 CHF 99.37% 99.37%
15.11.2024 1.41% 0.73 CHF 0.74 CHF 250'000 25'000 250'000 25'000 176'519 CHF 17'902 CHF 99.36% 99.36%
14.11.2024 1.41% 0.68 CHF 0.69 CHF 250'000 25'000 250'000 25'000 176'214 CHF 17'871 CHF 99.38% 99.38%
13.11.2024 1.35% 0.72 CHF 0.73 CHF 250'000 25'000 250'000 25'000 183'685 CHF 18'619 CHF 99.38% 99.38%
12.11.2024 1.35% 0.74 CHF 0.75 CHF 250'000 25'000 250'000 25'000 183'651 CHF 18'615 CHF 99.15% 99.15%
11.11.2024 1.43% 0.70 CHF 0.71 CHF 250'000 25'000 250'000 25'000 173'648 CHF 17'615 CHF 99.38% 99.38%
08.11.2024 1.40% 0.70 CHF 0.71 CHF 250'000 25'000 250'000 25'000 177'352 CHF 17'985 CHF 99.37% 99.37%
07.11.2024 1.47% 0.68 CHF 0.69 CHF 250'000 25'000 250'000 25'000 169'025 CHF 17'153 CHF 96.22% 96.22%

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