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 4.28% 0.23 CHF 0.24 CHF 250'000 250'000 229'216 229'216 52'412 CHF 54'704 CHF 99.38% 99.38%
19.11.2024 4.27% 0.23 CHF 0.24 CHF 250'000 250'000 230'254 230'254 52'832 CHF 55'134 CHF 99.28% 99.28%
18.11.2024 4.93% 0.21 CHF 0.22 CHF 250'000 250'000 258'221 258'221 51'081 CHF 53'663 CHF 99.28% 99.28%
15.11.2024 5.23% 0.18 CHF 0.19 CHF 300'000 300'000 282'419 282'419 52'581 CHF 55'406 CHF 99.39% 99.39%
14.11.2024 4.76% 0.20 CHF 0.21 CHF 250'000 250'000 250'694 250'694 51'514 CHF 54'021 CHF 99.34% 99.34%
13.11.2024 4.91% 0.23 CHF 0.24 CHF 225'000 225'000 263'083 263'083 52'246 CHF 54'876 CHF 99.37% 99.37%
12.11.2024 5.88% 0.19 CHF 0.20 CHF 300'000 300'000 317'455 317'455 52'407 CHF 55'582 CHF 99.09% 99.09%
11.11.2024 7.40% 0.13 CHF 0.14 CHF 400'000 400'000 398'579 398'579 51'883 CHF 55'869 CHF 99.29% 99.29%
08.11.2024 7.52% 0.15 CHF 0.16 CHF 375'000 375'000 409'219 409'219 52'390 CHF 56'482 CHF 99.39% 99.39%
07.11.2024 9.12% 0.10 CHF 0.11 CHF 500'000 500'000 487'658 447'379 51'047 CHF 51'861 CHF 99.27% 99.27%

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