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 3.67% 0.62 CHF 0.63 CHF 195'000 195'000 86'995 86'995 54'345 CHF 55'920 CHF 99.89% 99.89%
19.11.2024 3.49% 0.65 CHF 0.66 CHF 195'000 195'000 80'355 80'355 53'407 CHF 54'852 CHF 100.00% 100.00%
18.11.2024 2.58% 0.71 CHF 0.72 CHF 200'000 200'000 89'573 89'573 65'572 CHF 66'974 CHF 99.89% 99.89%
15.11.2024 2.33% 0.76 CHF 0.77 CHF 205'000 205'000 91'453 91'453 69'885 CHF 71'272 CHF 99.90% 99.90%
14.11.2024 3.08% 0.73 CHF 0.74 CHF 200'000 200'000 68'836 68'836 49'712 CHF 50'748 CHF 100.00% 100.00%
13.11.2024 3.63% 0.68 CHF 0.69 CHF 200'000 200'000 87'821 87'821 57'222 CHF 58'806 CHF 100.00% 100.00%
12.11.2024 3.98% 0.65 CHF 0.66 CHF 195'000 195'000 86'077 86'077 51'199 CHF 52'749 CHF 99.88% 99.88%
11.11.2024 4.49% 0.56 CHF 0.57 CHF 190'000 190'000 83'946 83'946 44'259 CHF 45'773 CHF 99.57% 99.57%
08.11.2024 4.38% 0.54 CHF 0.55 CHF 190'000 190'000 85'327 85'327 45'233 CHF 46'774 CHF 99.18% 99.18%
07.11.2024 4.03% 0.54 CHF 0.55 CHF 190'000 190'000 85'391 85'391 47'631 CHF 49'179 CHF 100.00% 100.00%

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