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 2.53% 0.40 CHF 0.41 CHF 230'000 230'000 221'024 221'024 86'134 CHF 88'344 CHF 98.76% 98.76%
19.11.2024 2.45% 0.41 CHF 0.42 CHF 230'000 230'000 227'586 227'586 91'739 CHF 94'015 CHF 98.38% 98.38%
18.11.2024 2.57% 0.38 CHF 0.39 CHF 220'000 220'000 219'081 219'081 84'071 CHF 86'262 CHF 98.69% 98.69%
15.11.2024 2.54% 0.38 CHF 0.39 CHF 220'000 220'000 219'084 219'084 85'140 CHF 87'331 CHF 99.06% 99.06%
14.11.2024 2.45% 0.39 CHF 0.40 CHF 220'000 220'000 223'200 223'200 89'951 CHF 92'183 CHF 97.61% 97.61%
13.11.2024 2.50% 0.41 CHF 0.42 CHF 230'000 230'000 221'146 221'146 87'362 CHF 89'574 CHF 98.83% 98.83%
12.11.2024 2.49% 0.42 CHF 0.43 CHF 230'000 230'000 220'826 220'826 87'605 CHF 89'813 CHF 98.87% 98.87%
11.11.2024 2.76% 0.36 CHF 0.37 CHF 220'000 220'000 219'084 219'084 78'354 CHF 80'545 CHF 99.02% 99.02%
08.11.2024 2.60% 0.39 CHF 0.40 CHF 220'000 220'000 219'074 219'074 83'109 CHF 85'300 CHF 98.07% 98.07%
07.11.2024 2.73% 0.36 CHF 0.37 CHF 220'000 220'000 219'078 219'078 79'216 CHF 81'407 CHF 98.40% 98.40%

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