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 5.48% 0.22 CHF 0.23 CHF 132'000 132'000 58'503 58'503 15'306 CHF 16'066 CHF 99.47% 99.47%
19.11.2024 5.38% 0.28 CHF 0.29 CHF 131'000 131'000 58'564 58'564 16'045 CHF 16'806 CHF 100.00% 100.00%
18.11.2024 5.17% 0.29 CHF 0.30 CHF 130'000 130'000 57'960 57'960 16'529 CHF 17'285 CHF 99.47% 99.47%
15.11.2024 5.39% 0.29 CHF 0.30 CHF 130'000 130'000 58'102 58'102 16'611 CHF 17'367 CHF 100.00% 100.00%
14.11.2024 5.02% 0.29 CHF 0.30 CHF 130'000 130'000 58'222 58'222 17'302 CHF 18'062 CHF 98.39% 98.39%
13.11.2024 4.24% 0.29 CHF 0.30 CHF 130'000 130'000 57'617 57'617 19'281 CHF 20'029 CHF 98.69% 98.69%
12.11.2024 4.13% 0.37 CHF 0.38 CHF 128'000 128'000 57'697 57'697 21'215 CHF 21'964 CHF 99.88% 99.88%
11.11.2024 4.34% 0.39 CHF 0.40 CHF 128'000 128'000 57'765 57'765 21'298 CHF 22'050 CHF 99.90% 99.90%
08.11.2024 5.29% 0.34 CHF 0.35 CHF 130'000 130'000 59'191 59'191 17'718 CHF 18'485 CHF 99.04% 99.04%
07.11.2024 5.03% 0.27 CHF 0.28 CHF 133'000 133'000 59'023 59'023 17'295 CHF 18'060 CHF 100.00% 100.00%

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