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 3.45% 0.29 CHF 0.30 CHF 200'000 200'000 186'951 186'951 53'283 CHF 55'152 CHF 99.38% 99.38%
19.11.2024 3.60% 0.27 CHF 0.28 CHF 200'000 200'000 201'302 201'302 54'993 CHF 57'006 CHF 99.28% 99.28%
18.11.2024 4.32% 0.22 CHF 0.23 CHF 250'000 250'000 233'373 233'373 52'864 CHF 55'198 CHF 99.28% 99.28%
15.11.2024 4.22% 0.22 CHF 0.23 CHF 250'000 250'000 230'299 230'298 53'414 CHF 55'717 CHF 99.39% 99.39%
14.11.2024 4.25% 0.22 CHF 0.23 CHF 250'000 250'000 228'613 228'613 52'685 CHF 54'971 CHF 99.39% 99.39%
13.11.2024 4.35% 0.25 CHF 0.26 CHF 200'000 200'000 236'914 236'914 53'252 CHF 55'621 CHF 99.39% 99.39%
12.11.2024 5.21% 0.21 CHF 0.22 CHF 250'000 250'000 281'725 281'725 52'653 CHF 55'470 CHF 99.05% 99.05%
11.11.2024 5.66% 0.18 CHF 0.19 CHF 300'000 300'000 301'837 301'838 51'807 CHF 54'826 CHF 99.27% 99.27%
08.11.2024 5.41% 0.19 CHF 0.20 CHF 300'000 300'000 296'054 296'054 53'236 CHF 56'196 CHF 99.38% 99.38%
07.11.2024 5.84% 0.17 CHF 0.18 CHF 300'000 300'000 311'038 311'038 51'680 CHF 54'790 CHF 99.27% 99.27%

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