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 4.57% 0.45 CHF 0.46 CHF 200'000 200'000 74'759 74'759 30'750 CHF 31'811 CHF 99.64% 99.64%
19.11.2024 3.75% 0.42 CHF 0.43 CHF 200'000 200'000 74'756 74'756 33'673 CHF 34'733 CHF 99.66% 99.66%
18.11.2024 3.45% 0.47 CHF 0.48 CHF 100'000 100'000 37'393 37'393 18'765 CHF 19'296 CHF 99.57% 99.57%
15.11.2024 3.66% 0.56 CHF 0.57 CHF 200'000 200'000 74'752 74'752 37'664 CHF 38'724 CHF 99.66% 99.66%
14.11.2024 4.54% 0.45 CHF 0.46 CHF 200'000 200'000 74'752 74'752 30'502 CHF 31'563 CHF 99.65% 99.65%
13.11.2024 5.08% 0.37 CHF 0.38 CHF 200'000 200'000 75'483 75'483 26'901 CHF 27'967 CHF 97.59% 97.59%
12.11.2024 4.86% 0.37 CHF 0.38 CHF 200'000 200'000 74'749 74'749 26'640 CHF 27'701 CHF 99.65% 99.65%
11.11.2024 4.53% 0.37 CHF 0.38 CHF 200'000 200'000 74'758 74'758 28'203 CHF 29'264 CHF 99.65% 99.65%
08.11.2024 4.83% 0.39 CHF 0.40 CHF 200'000 200'000 74'751 74'751 27'972 CHF 29'032 CHF 99.65% 99.65%
07.11.2024 4.12% 0.39 CHF 0.40 CHF 200'000 200'000 74'743 74'743 31'159 CHF 32'220 CHF 99.65% 99.65%

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