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 3.04% 0.31 CHF 0.32 CHF 175'000 175'000 175'325 175'325 56'907 CHF 58'660 CHF 99.80% 99.80%
19.11.2024 3.64% 0.29 CHF 0.30 CHF 200'000 200'000 198'656 198'656 53'719 CHF 55'706 CHF 99.72% 99.72%
18.11.2024 3.46% 0.29 CHF 0.30 CHF 175'000 175'000 189'837 189'837 53'813 CHF 55'712 CHF 99.70% 99.70%
15.11.2024 3.36% 0.27 CHF 0.28 CHF 200'000 200'000 179'328 179'328 52'534 CHF 54'327 CHF 99.80% 99.80%
14.11.2024 3.13% 0.32 CHF 0.33 CHF 175'000 175'000 175'000 175'000 55'011 CHF 56'761 CHF 99.80% 99.80%
13.11.2024 3.16% 0.31 CHF 0.32 CHF 175'000 175'000 175'000 175'000 54'548 CHF 56'298 CHF 99.80% 99.80%
12.11.2024 3.37% 0.30 CHF 0.31 CHF 175'000 175'000 183'544 183'544 53'529 CHF 55'364 CHF 99.50% 99.50%
11.11.2024 3.38% 0.29 CHF 0.30 CHF 175'000 175'000 175'000 175'000 50'919 CHF 52'669 CHF 99.70% 99.70%
08.11.2024 3.38% 0.28 CHF 0.29 CHF 175'000 175'000 177'081 177'081 51'454 CHF 53'224 CHF 99.81% 99.81%
07.11.2024 2.99% 0.32 CHF 0.33 CHF 175'000 175'000 168'218 168'217 55'466 CHF 57'148 CHF 95.68% 95.68%

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