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 4.60% 0.32 CHF 0.33 CHF 250'000 250'000 185'975 129'421 58'426 CHF 42'567 CHF 99.36% 99.36%
19.11.2024 4.29% 0.29 CHF 0.30 CHF 250'000 250'000 184'491 129'662 56'619 CHF 41'126 CHF 98.54% 98.54%
18.11.2024 3.46% 0.34 CHF 0.35 CHF 250'000 250'000 167'350 129'166 58'897 CHF 46'887 CHF 98.70% 98.70%
15.11.2024 3.28% 0.33 CHF 0.34 CHF 250'000 250'000 174'958 130'398 58'910 CHF 45'383 CHF 95.99% 95.99%
14.11.2024 2.93% 0.36 CHF 0.37 CHF 250'000 250'000 163'585 129'500 60'972 CHF 49'509 CHF 99.02% 99.02%
13.11.2024 2.93% 0.37 CHF 0.38 CHF 250'000 250'000 172'618 134'052 61'150 CHF 49'016 CHF 89.98% 89.98%
12.11.2024 3.13% 0.35 CHF 0.36 CHF 250'000 250'000 168'778 130'462 59'918 CHF 47'777 CHF 95.91% 95.91%
11.11.2024 4.02% 0.35 CHF 0.36 CHF 250'000 250'000 185'151 129'324 58'956 CHF 43'349 CHF 99.23% 99.23%
08.11.2024 4.56% 0.28 CHF 0.29 CHF 250'000 250'000 210'713 129'673 55'540 CHF 36'031 CHF 98.53% 98.53%
07.11.2024 4.05% 0.27 CHF 0.28 CHF 250'000 250'000 204'281 130'551 55'098 CHF 36'718 CHF 97.21% 97.21%

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