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 3.48% 0.28 CHF 0.29 CHF 175'000 175'000 192'863 192'857 54'359 CHF 56'286 CHF 99.48% 99.48%
19.11.2024 3.85% 0.26 CHF 0.27 CHF 200'000 200'000 202'263 202'263 51'571 CHF 53'594 CHF 99.22% 99.22%
18.11.2024 3.34% 0.27 CHF 0.28 CHF 200'000 200'000 179'508 179'508 52'870 CHF 54'665 CHF 99.25% 99.25%
15.11.2024 3.22% 0.30 CHF 0.31 CHF 175'000 175'000 174'884 174'884 53'541 CHF 55'289 CHF 99.32% 99.32%
14.11.2024 2.51% 0.34 CHF 0.35 CHF 150'000 150'000 130'438 130'431 51'248 CHF 52'550 CHF 99.17% 99.17%
13.11.2024 2.45% 0.43 CHF 0.44 CHF 125'000 125'000 115'007 115'007 46'558 CHF 47'708 CHF 99.06% 99.06%
12.11.2024 2.50% 0.43 CHF 0.44 CHF 63'000 63'000 69'674 69'678 27'532 CHF 28'230 CHF 99.10% 99.10%
11.11.2024 3.44% 0.40 CHF 0.41 CHF 75'000 75'000 95'634 95'634 27'457 CHF 28'413 CHF 99.31% 99.31%
08.11.2024 5.12% 0.21 CHF 0.22 CHF 125'000 125'000 138'166 138'166 26'271 CHF 27'653 CHF 99.30% 99.30%
07.11.2024 5.35% 0.19 CHF 0.20 CHF 138'000 138'000 148'111 148'111 26'933 CHF 28'414 CHF 99.28% 99.28%

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