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 2.90% 0.32 CHF 0.33 CHF 175'000 172'000 176'323 176'323 59'976 CHF 61'739 CHF 94.19% 94.19%
19.11.2024 3.50% 0.30 CHF 0.31 CHF 200'000 200'000 199'113 199'113 56'017 CHF 58'008 CHF 99.33% 99.33%
18.11.2024 3.93% 0.26 CHF 0.27 CHF 200'000 200'000 215'718 215'718 53'848 CHF 56'005 CHF 97.59% 97.59%
15.11.2024 2.97% 0.30 CHF 0.31 CHF 200'000 200'000 177'589 177'589 58'958 CHF 60'734 CHF 99.27% 99.27%
14.11.2024 2.61% 0.39 CHF 0.40 CHF 150'000 150'000 158'884 158'884 60'069 CHF 61'658 CHF 95.84% 95.84%
13.11.2024 2.50% 0.38 CHF 0.39 CHF 175'000 175'000 135'501 135'501 53'462 CHF 54'817 CHF 96.30% 96.30%
12.11.2024 2.94% 0.39 CHF 0.40 CHF 75'000 75'000 85'947 85'947 28'904 CHF 29'764 CHF 97.34% 97.34%
11.11.2024 2.78% 0.34 CHF 0.35 CHF 88'000 88'000 82'438 82'438 29'221 CHF 30'045 CHF 99.21% 99.21%
08.11.2024 2.59% 0.36 CHF 0.37 CHF 88'000 88'000 77'804 77'804 29'696 CHF 30'474 CHF 98.22% 98.22%
07.11.2024 2.76% 0.38 CHF 0.39 CHF 75'000 75'000 85'293 85'293 30'451 CHF 31'304 CHF 98.82% 98.82%

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