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 3.10% 0.31 CHF 0.32 CHF 175'000 175'000 175'000 175'000 55'566 CHF 57'316 CHF 99.39% 99.39%
19.11.2024 3.10% 0.31 CHF 0.32 CHF 175'000 175'000 174'047 174'046 55'297 CHF 57'037 CHF 99.29% 99.29%
18.11.2024 3.75% 0.28 CHF 0.29 CHF 200'000 200'000 202'385 202'385 53'043 CHF 55'067 CHF 99.28% 99.28%
15.11.2024 4.00% 0.24 CHF 0.25 CHF 225'000 225'000 216'499 216'500 53'018 CHF 55'183 CHF 99.38% 99.38%
14.11.2024 3.55% 0.27 CHF 0.28 CHF 200'000 200'000 192'234 192'234 53'250 CHF 55'172 CHF 99.35% 99.35%
13.11.2024 3.67% 0.32 CHF 0.33 CHF 175'000 175'000 197'411 197'411 52'831 CHF 54'805 CHF 99.38% 99.38%
12.11.2024 4.60% 0.25 CHF 0.26 CHF 225'000 225'000 248'921 248'921 52'942 CHF 55'431 CHF 99.08% 99.08%
11.11.2024 6.13% 0.16 CHF 0.17 CHF 350'000 350'000 328'983 328'983 52'029 CHF 55'319 CHF 99.28% 99.28%
08.11.2024 6.14% 0.18 CHF 0.19 CHF 300'000 300'000 330'021 330'021 52'078 CHF 55'378 CHF 99.39% 99.39%
07.11.2024 7.62% 0.12 CHF 0.13 CHF 425'000 425'000 410'088 410'087 51'759 CHF 55'860 CHF 99.27% 99.27%

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