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 2.05% 0.49 CHF 0.50 CHF 230'000 230'000 220'998 220'998 106'511 CHF 108'721 CHF 98.80% 98.80%
19.11.2024 2.00% 0.50 CHF 0.51 CHF 230'000 230'000 227'572 227'572 112'979 CHF 115'255 CHF 98.62% 98.62%
18.11.2024 2.07% 0.47 CHF 0.48 CHF 220'000 220'000 219'087 219'087 104'543 CHF 106'734 CHF 99.39% 99.39%
15.11.2024 2.06% 0.48 CHF 0.49 CHF 220'000 220'000 219'087 219'087 105'464 CHF 107'654 CHF 99.34% 99.34%
14.11.2024 1.99% 0.49 CHF 0.50 CHF 220'000 220'000 223'201 223'201 111'037 CHF 113'269 CHF 97.44% 97.44%
13.11.2024 2.03% 0.50 CHF 0.51 CHF 230'000 230'000 221'156 221'156 107'991 CHF 110'202 CHF 98.73% 98.73%
12.11.2024 2.02% 0.52 CHF 0.53 CHF 230'000 230'000 220'830 220'830 108'225 CHF 110'433 CHF 98.95% 98.95%
11.11.2024 2.19% 0.46 CHF 0.47 CHF 220'000 220'000 219'091 219'091 99'076 CHF 101'267 CHF 99.76% 99.76%
08.11.2024 2.09% 0.48 CHF 0.49 CHF 220'000 220'000 219'073 219'073 103'671 CHF 105'862 CHF 97.97% 97.97%
07.11.2024 2.17% 0.46 CHF 0.47 CHF 220'000 220'000 219'084 219'084 99'823 CHF 102'014 CHF 99.06% 99.06%

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