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 4.80% 0.21 CHF 0.22 CHF 320'000 320'000 142'020 142'020 30'028 CHF 31'455 CHF 99.89% 99.89%
19.11.2024 4.93% 0.21 CHF 0.22 CHF 330'000 330'000 146'724 146'724 29'976 CHF 31'450 CHF 99.94% 99.94%
18.11.2024 4.61% 0.21 CHF 0.22 CHF 310'000 310'000 113'966 113'966 24'545 CHF 25'690 CHF 99.89% 99.89%
15.11.2024 4.61% 0.22 CHF 0.23 CHF 310'000 310'000 138'841 138'841 30'486 CHF 31'888 CHF 99.90% 99.90%
14.11.2024 4.00% 0.25 CHF 0.26 CHF 300'000 300'000 123'542 123'542 30'893 CHF 32'134 CHF 100.00% 100.00%
13.11.2024 3.92% 0.26 CHF 0.27 CHF 280'000 280'000 122'012 122'012 31'439 CHF 32'665 CHF 100.00% 100.00%
12.11.2024 3.38% 0.28 CHF 0.28 CHF 260'000 260'000 113'044 113'044 33'592 CHF 34'728 CHF 99.94% 99.94%
11.11.2024 3.21% 0.32 CHF 0.33 CHF 250'000 250'000 112'555 112'555 35'517 CHF 36'647 CHF 99.89% 99.89%
08.11.2024 3.31% 0.31 CHF 0.32 CHF 240'000 240'000 104'302 104'302 33'419 CHF 34'488 CHF 98.87% 98.87%
07.11.2024 3.37% 0.32 CHF 0.33 CHF 250'000 250'000 113'857 113'857 34'752 CHF 35'895 CHF 99.63% 99.63%

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