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 1.59% 0.67 CHF 0.67 CHF 250'000 250'000 129'936 129'406 86'054 CHF 86'849 CHF 99.39% 99.39%
19.11.2024 1.60% 0.64 CHF 0.65 CHF 250'000 250'000 130'171 129'636 84'551 CHF 85'338 CHF 98.61% 98.61%
18.11.2024 1.50% 0.69 CHF 0.70 CHF 250'000 250'000 129'681 129'146 90'396 CHF 91'165 CHF 98.75% 98.75%
15.11.2024 1.54% 0.68 CHF 0.69 CHF 250'000 250'000 130'896 130'375 89'518 CHF 90'313 CHF 96.04% 96.04%
14.11.2024 1.45% 0.71 CHF 0.71 CHF 250'000 250'000 129'921 129'479 93'134 CHF 93'958 CHF 99.07% 99.07%
13.11.2024 1.49% 0.72 CHF 0.72 CHF 250'000 250'000 132'191 131'737 92'412 CHF 93'240 CHF 93.66% 93.66%
12.11.2024 1.50% 0.70 CHF 0.70 CHF 250'000 250'000 131'001 130'450 91'563 CHF 92'318 CHF 95.93% 95.93%
11.11.2024 1.60% 0.70 CHF 0.70 CHF 250'000 250'000 129'837 129'305 86'444 CHF 87'246 CHF 99.28% 99.28%
08.11.2024 1.75% 0.63 CHF 0.63 CHF 250'000 250'000 131'236 129'648 79'604 CHF 79'796 CHF 98.60% 98.60%
07.11.2024 1.71% 0.62 CHF 0.62 CHF 250'000 250'000 131'982 130'532 80'657 CHF 80'926 CHF 97.25% 97.25%

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