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 2.80% 0.38 CHF 0.38 CHF 250'000 250'000 163'482 129'411 60'968 CHF 49'544 CHF 99.38% 99.38%
19.11.2024 2.83% 0.36 CHF 0.36 CHF 250'000 250'000 164'477 129'641 59'775 CHF 48'088 CHF 98.60% 98.60%
18.11.2024 2.55% 0.40 CHF 0.41 CHF 250'000 250'000 155'457 129'149 63'515 CHF 53'892 CHF 98.74% 98.74%
15.11.2024 2.65% 0.40 CHF 0.40 CHF 250'000 250'000 157'220 130'380 61'962 CHF 52'631 CHF 96.03% 96.03%
14.11.2024 2.43% 0.42 CHF 0.42 CHF 250'000 250'000 147'862 129'483 63'292 CHF 56'532 CHF 99.06% 99.06%
13.11.2024 2.52% 0.43 CHF 0.43 CHF 250'000 250'000 156'882 131'740 64'418 CHF 55'401 CHF 93.66% 93.66%
12.11.2024 2.53% 0.41 CHF 0.41 CHF 250'000 250'000 155'156 130'479 63'867 CHF 54'930 CHF 95.85% 95.85%
11.11.2024 2.85% 0.41 CHF 0.41 CHF 250'000 250'000 164'660 129'309 61'926 CHF 50'277 CHF 99.27% 99.27%
08.11.2024 3.31% 0.34 CHF 0.35 CHF 250'000 250'000 183'419 129'651 58'698 CHF 43'042 CHF 98.59% 98.59%
07.11.2024 3.20% 0.33 CHF 0.34 CHF 250'000 250'000 179'771 130'535 58'535 CHF 43'859 CHF 97.25% 97.25%

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