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 2.86% 0.37 CHF 0.38 CHF 170'000 170'000 78'990 78'990 28'367 CHF 29'160 CHF 99.89% 99.89%
19.11.2024 2.95% 0.35 CHF 0.36 CHF 170'000 170'000 78'934 78'934 27'217 CHF 28'010 CHF 99.94% 99.94%
18.11.2024 2.71% 0.36 CHF 0.37 CHF 160'000 160'000 58'676 58'676 21'634 CHF 22'224 CHF 99.89% 99.89%
15.11.2024 2.70% 0.37 CHF 0.38 CHF 160'000 160'000 71'690 71'690 27'100 CHF 27'824 CHF 99.90% 99.90%
14.11.2024 2.28% 0.43 CHF 0.44 CHF 150'000 150'000 64'288 64'288 28'369 CHF 29'014 CHF 100.00% 100.00%
13.11.2024 2.22% 0.46 CHF 0.47 CHF 140'000 140'000 63'582 63'582 29'154 CHF 29'793 CHF 100.00% 100.00%
12.11.2024 1.87% 0.49 CHF 0.50 CHF 130'000 130'000 58'813 58'813 31'905 CHF 32'496 CHF 99.94% 99.94%
11.11.2024 1.76% 0.59 CHF 0.60 CHF 120'000 120'000 52'628 52'628 30'524 CHF 31'052 CHF 99.89% 99.89%
08.11.2024 1.84% 0.56 CHF 0.57 CHF 120'000 120'000 51'212 51'212 30'059 CHF 30'586 CHF 99.20% 99.20%
07.11.2024 1.87% 0.59 CHF 0.60 CHF 130'000 130'000 60'849 60'849 33'719 CHF 34'330 CHF 99.72% 99.72%

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