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 4.21% 0.23 CHF 0.24 CHF 225'000 225'000 225'149 225'149 52'419 CHF 54'670 CHF 99.39% 99.39%
19.11.2024 4.49% 0.23 CHF 0.24 CHF 250'000 250'000 246'729 246'729 53'713 CHF 56'180 CHF 99.27% 99.27%
18.11.2024 4.00% 0.24 CHF 0.25 CHF 200'000 200'000 214'537 214'537 52'477 CHF 54'623 CHF 99.31% 99.31%
15.11.2024 3.82% 0.25 CHF 0.26 CHF 200'000 200'000 200'211 200'211 51'466 CHF 53'468 CHF 99.38% 99.38%
14.11.2024 3.84% 0.26 CHF 0.27 CHF 200'000 200'000 205'147 205'148 52'366 CHF 54'417 CHF 99.38% 99.38%
13.11.2024 3.83% 0.25 CHF 0.26 CHF 225'000 225'000 205'996 205'996 52'742 CHF 54'802 CHF 99.39% 99.39%
12.11.2024 3.46% 0.27 CHF 0.28 CHF 200'000 200'000 184'759 184'759 52'435 CHF 54'283 CHF 99.06% 99.06%
11.11.2024 3.42% 0.29 CHF 0.30 CHF 175'000 175'000 181'781 181'781 52'199 CHF 54'016 CHF 99.27% 99.27%
08.11.2024 3.10% 0.31 CHF 0.32 CHF 175'000 175'000 172'089 172'089 54'696 CHF 56'417 CHF 99.39% 99.39%
07.11.2024 2.16% 0.42 CHF 0.43 CHF 125'000 125'000 125'582 125'582 57'707 CHF 58'963 CHF 99.27% 99.27%

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