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 1.71% 0.59 CHF 0.60 CHF 230'000 230'000 221'017 221'017 128'377 CHF 130'587 CHF 99.47% 99.47%
19.11.2024 1.67% 0.60 CHF 0.61 CHF 230'000 230'000 227'601 227'601 135'316 CHF 137'592 CHF 99.78% 99.78%
18.11.2024 1.72% 0.57 CHF 0.58 CHF 220'000 220'000 219'092 219'092 126'148 CHF 128'339 CHF 99.89% 99.89%
15.11.2024 1.71% 0.58 CHF 0.59 CHF 220'000 220'000 219'093 219'093 127'132 CHF 129'323 CHF 100.00% 100.00%
14.11.2024 1.67% 0.59 CHF 0.60 CHF 220'000 220'000 223'224 223'224 132'997 CHF 135'229 CHF 98.67% 98.67%
13.11.2024 1.69% 0.60 CHF 0.61 CHF 230'000 230'000 221'159 221'159 129'841 CHF 132'053 CHF 100.00% 100.00%
12.11.2024 1.69% 0.61 CHF 0.62 CHF 230'000 230'000 220'835 220'835 129'946 CHF 132'154 CHF 99.88% 99.88%
11.11.2024 1.80% 0.56 CHF 0.57 CHF 220'000 220'000 219'093 219'093 120'675 CHF 122'866 CHF 100.00% 100.00%
08.11.2024 1.73% 0.58 CHF 0.59 CHF 220'000 220'000 219'083 219'083 125'386 CHF 127'577 CHF 99.04% 99.04%
07.11.2024 1.79% 0.56 CHF 0.57 CHF 220'000 220'000 219'093 219'093 121'531 CHF 123'721 CHF 100.00% 100.00%

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