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 2.67% 0.37 CHF 0.38 CHF 110'000 110'000 51'100 51'100 19'447 CHF 19'962 CHF 99.90% 99.90%
19.11.2024 2.89% 0.36 CHF 0.37 CHF 110'000 110'000 51'221 51'221 18'031 CHF 18'545 CHF 100.00% 100.00%
18.11.2024 2.92% 0.35 CHF 0.36 CHF 110'000 110'000 35'849 35'849 12'391 CHF 12'753 CHF 99.90% 99.90%
15.11.2024 3.03% 0.35 CHF 0.36 CHF 120'000 120'000 53'397 53'397 18'126 CHF 18'662 CHF 99.90% 99.90%
14.11.2024 3.29% 0.33 CHF 0.34 CHF 120'000 120'000 53'013 53'013 16'500 CHF 17'037 CHF 100.00% 100.00%
13.11.2024 3.31% 0.32 CHF 0.33 CHF 120'000 120'000 53'347 53'347 16'593 CHF 17'128 CHF 100.00% 100.00%
12.11.2024 3.05% 0.31 CHF 0.32 CHF 120'000 120'000 51'448 51'448 17'010 CHF 17'535 CHF 99.90% 99.90%
11.11.2024 11.26% 0.37 CHF 0.38 CHF 110'000 110'000 18'188 18'188 6'775 CHF 7'413 CHF 99.88% 99.88%
08.11.2024 3.22% 0.36 CHF 0.37 CHF 120'000 120'000 53'352 53'352 17'362 CHF 17'898 CHF 100.00% 100.00%
07.11.2024 3.27% 0.32 CHF 0.33 CHF 120'000 120'000 53'400 53'400 16'601 CHF 17'137 CHF 99.90% 99.90%

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