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 2.51% 0.46 CHF 0.47 CHF 165'000 165'000 72'208 72'208 29'909 CHF 30'633 CHF 99.57% 99.57%
19.11.2024 2.40% 0.39 CHF 0.40 CHF 160'000 160'000 71'485 71'485 30'934 CHF 31'663 CHF 99.22% 99.22%
18.11.2024 1.97% 0.50 CHF 0.51 CHF 170'000 170'000 75'914 75'914 38'911 CHF 39'672 CHF 99.90% 99.90%
15.11.2024 2.02% 0.55 CHF 0.56 CHF 170'000 170'000 69'357 69'357 36'711 CHF 37'406 CHF 91.93% 91.93%
14.11.2024 3.53% 0.27 CHF 0.28 CHF 150'000 150'000 66'137 66'137 18'627 CHF 19'296 CHF 99.72% 99.72%
13.11.2024 2.65% 0.31 CHF 0.32 CHF 150'000 150'000 70'316 70'316 25'664 CHF 26'369 CHF 99.93% 99.93%
12.11.2024 2.73% 0.38 CHF 0.39 CHF 160'000 160'000 70'281 70'281 26'084 CHF 26'788 CHF 99.92% 99.92%
11.11.2024 3.71% 0.36 CHF 0.37 CHF 155'000 155'000 63'861 63'861 21'545 CHF 22'241 CHF 99.90% 99.90%
08.11.2024 3.35% 0.27 CHF 0.28 CHF 150'000 150'000 69'277 69'277 20'168 CHF 20'862 CHF 97.41% 97.41%
07.11.2024 2.62% 0.37 CHF 0.38 CHF 160'000 160'000 71'182 71'182 26'808 CHF 27'522 CHF 100.00% 100.00%

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