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 4.83% 0.22 CHF 0.23 CHF 370'000 370'000 368'474 368'474 74'568 CHF 78'252 CHF 100.00% 100.00%
19.11.2024 4.43% 0.22 CHF 0.23 CHF 370'000 370'000 370'070 370'070 81'854 CHF 85'555 CHF 99.87% 99.87%
18.11.2024 4.27% 0.22 CHF 0.23 CHF 370'000 370'000 369'913 369'913 84'778 CHF 88'477 CHF 99.69% 99.69%
15.11.2024 4.35% 0.22 CHF 0.23 CHF 370'000 370'000 368'464 368'464 82'882 CHF 86'567 CHF 99.34% 99.34%
14.11.2024 4.73% 0.21 CHF 0.22 CHF 370'000 370'000 368'468 368'468 76'466 CHF 80'150 CHF 99.51% 99.51%
13.11.2024 3.37% 0.30 CHF 0.31 CHF 380'000 380'000 378'608 378'608 110'653 CHF 114'439 CHF 96.80% 96.80%
12.11.2024 3.92% 0.27 CHF 0.28 CHF 380'000 380'000 375'411 375'411 94'207 CHF 97'961 CHF 97.30% 97.30%
11.11.2024 4.38% 0.22 CHF 0.23 CHF 370'000 370'000 368'474 368'474 82'313 CHF 85'998 CHF 99.95% 99.95%
08.11.2024 3.97% 0.24 CHF 0.25 CHF 370'000 370'000 371'536 371'536 91'860 CHF 95'575 CHF 93.52% 93.52%
07.11.2024 3.65% 0.27 CHF 0.28 CHF 380'000 380'000 376'533 376'533 101'449 CHF 105'214 CHF 94.70% 94.70%

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