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 4.43% 0.22 CHF 0.23 CHF 225'000 225'000 239'749 239'749 52'966 CHF 55'364 CHF 99.38% 99.38%
19.11.2024 4.15% 0.22 CHF 0.23 CHF 225'000 225'000 222'936 222'935 52'648 CHF 54'877 CHF 99.30% 99.30%
18.11.2024 4.41% 0.24 CHF 0.25 CHF 225'000 225'000 239'354 239'354 53'101 CHF 55'495 CHF 99.29% 99.29%
15.11.2024 5.26% 0.19 CHF 0.20 CHF 275'000 275'000 286'456 286'455 52'968 CHF 55'832 CHF 99.38% 99.38%
14.11.2024 4.99% 0.19 CHF 0.20 CHF 275'000 275'000 269'626 269'626 52'646 CHF 55'342 CHF 99.38% 99.38%
13.11.2024 4.94% 0.21 CHF 0.22 CHF 250'000 250'000 265'146 265'146 52'298 CHF 54'950 CHF 99.38% 99.38%
12.11.2024 5.33% 0.18 CHF 0.19 CHF 300'000 300'000 292'900 292'900 53'493 CHF 56'422 CHF 99.08% 99.08%
11.11.2024 6.42% 0.15 CHF 0.16 CHF 325'000 325'000 345'758 345'758 52'155 CHF 55'613 CHF 99.27% 99.27%
08.11.2024 5.70% 0.16 CHF 0.17 CHF 325'000 325'000 305'575 305'574 52'123 CHF 55'179 CHF 99.38% 99.38%
07.11.2024 4.41% 0.21 CHF 0.22 CHF 250'000 250'000 236'941 236'941 52'531 CHF 54'900 CHF 99.22% 99.22%

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