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 2.99% 0.57 CHF 0.58 CHF 132'000 132'000 58'467 58'467 30'774 CHF 31'534 CHF 99.38% 99.38%
19.11.2024 3.02% 0.51 CHF 0.52 CHF 131'000 131'000 58'564 58'564 30'020 CHF 30'780 CHF 99.98% 99.98%
18.11.2024 3.04% 0.50 CHF 0.51 CHF 130'000 130'000 58'231 58'231 29'565 CHF 30'322 CHF 99.83% 99.83%
15.11.2024 2.96% 0.50 CHF 0.51 CHF 130'000 130'000 58'084 58'084 29'689 CHF 30'445 CHF 99.97% 99.97%
14.11.2024 3.09% 0.51 CHF 0.52 CHF 130'000 130'000 58'302 58'302 29'209 CHF 29'969 CHF 98.65% 98.65%
13.11.2024 3.55% 0.50 CHF 0.51 CHF 130'000 130'000 57'796 57'796 26'534 CHF 27'283 CHF 99.36% 99.36%
12.11.2024 3.57% 0.42 CHF 0.43 CHF 128'000 128'000 57'697 57'697 24'609 CHF 25'358 CHF 99.88% 99.88%
11.11.2024 3.45% 0.41 CHF 0.42 CHF 128'000 128'000 57'756 57'756 24'538 CHF 25'290 CHF 99.40% 99.40%
08.11.2024 3.02% 0.46 CHF 0.47 CHF 130'000 130'000 59'123 59'123 29'026 CHF 29'793 CHF 98.92% 98.92%
07.11.2024 3.10% 0.52 CHF 0.53 CHF 133'000 133'000 59'056 59'056 29'456 CHF 30'221 CHF 99.94% 99.94%

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