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 3.11% 0.29 CHF 0.30 CHF 124'000 124'000 55'092 55'092 17'282 CHF 17'834 CHF 99.90% 99.90%
19.11.2024 2.82% 0.33 CHF 0.34 CHF 122'000 122'000 53'232 53'232 18'565 CHF 19'098 CHF 100.00% 100.00%
18.11.2024 3.45% 0.35 CHF 0.36 CHF 122'000 122'000 53'569 53'569 21'995 CHF 22'688 CHF 99.89% 99.89%
15.11.2024 3.36% 0.45 CHF 0.46 CHF 118'000 118'000 46'957 46'957 21'328 CHF 21'895 CHF 99.45% 99.45%
14.11.2024 3.34% 0.45 CHF 0.46 CHF 118'000 118'000 53'081 53'081 24'077 CHF 24'767 CHF 100.00% 100.00%
13.11.2024 3.31% 0.45 CHF 0.46 CHF 118'000 118'000 53'084 53'084 24'545 CHF 25'235 CHF 100.00% 100.00%
12.11.2024 3.41% 0.46 CHF 0.47 CHF 118'000 118'000 53'099 53'099 24'127 CHF 24'817 CHF 99.85% 99.85%
11.11.2024 3.49% 0.46 CHF 0.47 CHF 118'000 118'000 53'068 53'068 23'799 CHF 24'490 CHF 99.61% 99.61%
08.11.2024 2.42% 0.44 CHF 0.45 CHF 120'000 120'000 54'068 54'068 22'858 CHF 23'400 CHF 100.00% 100.00%
07.11.2024 2.63% 0.43 CHF 0.44 CHF 120'000 120'000 52'351 52'351 22'445 CHF 22'995 CHF 99.90% 99.90%

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