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 3.62% 0.26 CHF 0.27 CHF 200'000 200'000 199'767 199'767 54'201 CHF 56'199 CHF 99.02% 99.02%
19.11.2024 3.00% 0.31 CHF 0.32 CHF 175'000 175'000 171'190 171'190 56'223 CHF 57'935 CHF 98.57% 98.57%
18.11.2024 2.65% 0.34 CHF 0.35 CHF 150'000 150'000 150'000 150'000 55'988 CHF 57'488 CHF 99.31% 99.31%
15.11.2024 3.05% 0.34 CHF 0.35 CHF 150'000 150'000 172'170 172'170 55'491 CHF 57'212 CHF 98.23% 98.23%
14.11.2024 3.51% 0.33 CHF 0.34 CHF 150'000 150'000 192'182 192'182 53'847 CHF 55'769 CHF 98.78% 98.78%
13.11.2024 3.43% 0.27 CHF 0.28 CHF 200'000 200'000 165'387 165'387 47'348 CHF 49'001 CHF 99.15% 99.15%
12.11.2024 3.63% 0.30 CHF 0.31 CHF 88'000 88'000 98'880 98'880 26'751 CHF 27'740 CHF 99.14% 99.14%
11.11.2024 3.93% 0.25 CHF 0.26 CHF 100'000 100'000 101'568 101'568 25'315 CHF 26'331 CHF 99.23% 99.23%
08.11.2024 3.95% 0.23 CHF 0.24 CHF 113'000 113'000 101'427 101'427 25'160 CHF 26'174 CHF 99.47% 99.47%
07.11.2024 3.78% 0.28 CHF 0.29 CHF 100'000 100'000 99'908 99'908 25'932 CHF 26'931 CHF 99.28% 99.28%

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