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 4.81% 0.24 CHF 0.25 CHF 250'000 250'000 226'033 129'427 52'567 CHF 31'721 CHF 99.35% 99.35%
19.11.2024 5.25% 0.21 CHF 0.22 CHF 250'000 250'000 226'578 129'668 51'072 CHF 30'311 CHF 98.53% 98.53%
18.11.2024 4.76% 0.26 CHF 0.27 CHF 250'000 250'000 202'393 129'171 54'405 CHF 36'192 CHF 98.69% 98.69%
15.11.2024 4.04% 0.25 CHF 0.26 CHF 250'000 250'000 211'109 130'403 53'952 CHF 34'703 CHF 95.98% 95.98%
14.11.2024 4.00% 0.28 CHF 0.29 CHF 250'000 250'000 191'401 129'504 55'567 CHF 38'849 CHF 99.01% 99.01%
13.11.2024 3.84% 0.29 CHF 0.30 CHF 250'000 250'000 204'002 134'833 55'692 CHF 38'415 CHF 88.81% 88.81%
12.11.2024 4.39% 0.27 CHF 0.28 CHF 250'000 250'000 201'960 130'465 55'054 CHF 37'166 CHF 95.91% 95.91%
11.11.2024 5.25% 0.27 CHF 0.28 CHF 250'000 250'000 228'885 129'329 53'721 CHF 32'737 CHF 99.22% 99.22%
08.11.2024 6.54% 0.20 CHF 0.21 CHF 250'000 250'000 277'603 129'672 50'530 CHF 25'604 CHF 98.54% 98.54%
07.11.2024 6.31% 0.19 CHF 0.20 CHF 270'000 250'000 270'970 130'557 51'019 CHF 26'268 CHF 97.20% 97.20%

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