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 1.80% 0.64 CHF 0.65 CHF 250'000 250'000 129'961 129'429 82'419 CHF 83'505 CHF 99.34% 99.34%
19.11.2024 1.79% 0.61 CHF 0.62 CHF 250'000 250'000 130'203 129'669 80'913 CHF 81'984 CHF 98.52% 98.52%
18.11.2024 2.09% 0.66 CHF 0.67 CHF 250'000 250'000 129'706 129'172 86'759 CHF 88'082 CHF 98.69% 98.69%
15.11.2024 1.62% 0.65 CHF 0.66 CHF 250'000 250'000 130'924 130'405 85'930 CHF 86'965 CHF 95.97% 95.97%
14.11.2024 1.63% 0.68 CHF 0.69 CHF 250'000 250'000 130'038 129'506 89'764 CHF 90'823 CHF 99.01% 99.01%
13.11.2024 1.70% 0.69 CHF 0.70 CHF 250'000 250'000 135'041 134'835 90'916 CHF 92'265 CHF 88.80% 88.80%
12.11.2024 1.71% 0.66 CHF 0.67 CHF 250'000 250'000 131'016 130'467 87'973 CHF 89'047 CHF 95.90% 95.90%
11.11.2024 1.83% 0.67 CHF 0.68 CHF 250'000 250'000 130'922 129'330 83'546 CHF 84'006 CHF 99.22% 99.22%
08.11.2024 1.94% 0.60 CHF 0.61 CHF 250'000 250'000 131'316 129'730 76'181 CHF 76'680 CHF 98.35% 98.35%
07.11.2024 1.89% 0.58 CHF 0.59 CHF 250'000 250'000 132'005 130'558 77'066 CHF 77'646 CHF 97.19% 97.19%

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