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 3.18% 0.33 CHF 0.34 CHF 250'000 250'000 179'185 129'391 58'679 CHF 43'702 CHF 99.43% 99.43%
19.11.2024 3.22% 0.31 CHF 0.31 CHF 250'000 250'000 179'740 129'632 57'309 CHF 42'261 CHF 98.61% 98.61%
18.11.2024 2.86% 0.36 CHF 0.36 CHF 250'000 250'000 163'353 129'144 59'377 CHF 48'060 CHF 98.76% 98.76%
15.11.2024 2.99% 0.35 CHF 0.35 CHF 250'000 250'000 171'985 130'374 59'978 CHF 46'740 CHF 96.04% 96.04%
14.11.2024 2.70% 0.38 CHF 0.38 CHF 250'000 250'000 157'382 129'477 60'274 CHF 50'673 CHF 99.08% 99.08%
13.11.2024 2.82% 0.39 CHF 0.39 CHF 250'000 250'000 166'394 131'736 60'795 CHF 49'483 CHF 93.67% 93.67%
12.11.2024 2.84% 0.36 CHF 0.37 CHF 250'000 250'000 165'993 130'458 60'853 CHF 49'074 CHF 95.91% 95.91%
11.11.2024 3.24% 0.37 CHF 0.37 CHF 250'000 250'000 180'373 129'303 59'563 CHF 44'490 CHF 99.28% 99.28%
08.11.2024 3.82% 0.30 CHF 0.30 CHF 250'000 250'000 203'368 129'646 55'946 CHF 37'297 CHF 98.60% 98.60%
07.11.2024 3.67% 0.29 CHF 0.29 CHF 250'000 250'000 199'665 130'530 56'064 CHF 38'061 CHF 97.26% 97.26%

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