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 3.57% 0.30 CHF 0.31 CHF 175'000 175'000 193'835 193'835 53'385 CHF 55'323 CHF 99.37% 99.37%
19.11.2024 3.86% 0.26 CHF 0.27 CHF 200'000 200'000 203'921 203'921 51'774 CHF 53'813 CHF 99.26% 99.26%
18.11.2024 4.16% 0.23 CHF 0.24 CHF 225'000 225'000 224'072 224'072 52'789 CHF 55'030 CHF 99.27% 99.27%
15.11.2024 4.76% 0.19 CHF 0.20 CHF 250'000 250'000 248'855 248'855 51'044 CHF 53'532 CHF 99.39% 99.39%
14.11.2024 3.71% 0.24 CHF 0.25 CHF 200'000 200'000 197'529 197'528 52'297 CHF 54'272 CHF 99.35% 99.35%
13.11.2024 4.58% 0.32 CHF 0.33 CHF 175'000 175'000 250'724 250'723 53'633 CHF 56'140 CHF 99.39% 99.39%
12.11.2024 7.06% 0.16 CHF 0.17 CHF 350'000 350'000 383'745 383'745 52'514 CHF 56'351 CHF 99.09% 99.09%
11.11.2024 7.10% 0.13 CHF 0.14 CHF 400'000 400'000 383'109 383'109 52'060 CHF 55'891 CHF 99.27% 99.27%
08.11.2024 6.71% 0.15 CHF 0.16 CHF 350'000 350'000 365'570 365'570 52'669 CHF 56'325 CHF 99.39% 99.39%
07.11.2024 8.48% 0.11 CHF 0.12 CHF 475'000 475'000 453'515 453'519 51'222 CHF 55'758 CHF 99.26% 99.26%

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