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
22.11.2024 4.33% 0.23 CHF 0.24 CHF 225'000 225'000 231'493 231'493 52'320 CHF 54'635 CHF 99.37% 99.37%
20.11.2024 3.76% 0.23 CHF 0.24 CHF 225'000 225'000 204'519 204'519 53'382 CHF 55'427 CHF 99.37% 99.37%
19.11.2024 4.95% 0.22 CHF 0.23 CHF 250'000 250'000 264'522 264'522 52'105 CHF 54'750 CHF 99.22% 99.22%
18.11.2024 4.33% 0.23 CHF 0.24 CHF 225'000 225'000 233'495 233'495 52'710 CHF 55'045 CHF 99.25% 99.25%
15.11.2024 4.19% 0.23 CHF 0.24 CHF 225'000 225'000 226'042 226'042 52'837 CHF 55'098 CHF 99.37% 99.37%
14.11.2024 3.89% 0.25 CHF 0.26 CHF 200'000 200'000 203'452 203'452 51'322 CHF 53'356 CHF 99.36% 99.36%
13.11.2024 3.83% 0.25 CHF 0.26 CHF 225'000 225'000 205'724 205'724 52'604 CHF 54'661 CHF 99.36% 99.36%
12.11.2024 3.53% 0.24 CHF 0.25 CHF 225'000 225'000 192'820 192'820 53'773 CHF 55'702 CHF 99.06% 99.06%
11.11.2024 3.01% 0.32 CHF 0.33 CHF 175'000 175'000 171'441 171'441 56'067 CHF 57'781 CHF 99.27% 99.27%
08.11.2024 5.51% 0.22 CHF 0.23 CHF 250'000 250'000 296'321 296'321 52'273 CHF 55'236 CHF 99.39% 99.39%

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