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 4.20% 0.25 CHF 0.26 CHF 230'000 230'000 104'550 104'550 25'150 CHF 26'200 CHF 99.33% 99.33%
19.11.2024 4.67% 0.22 CHF 0.23 CHF 240'000 240'000 106'554 106'554 23'151 CHF 24'222 CHF 100.00% 100.00%
18.11.2024 4.88% 0.22 CHF 0.23 CHF 250'000 250'000 114'047 114'047 23'826 CHF 24'971 CHF 99.77% 99.77%
15.11.2024 4.50% 0.22 CHF 0.23 CHF 240'000 240'000 106'816 106'816 23'813 CHF 24'885 CHF 99.90% 99.90%
14.11.2024 4.23% 0.22 CHF 0.23 CHF 230'000 230'000 102'378 102'378 23'803 CHF 24'832 CHF 98.56% 98.56%
13.11.2024 4.23% 0.24 CHF 0.25 CHF 230'000 230'000 104'581 104'581 24'982 CHF 26'032 CHF 100.00% 100.00%
12.11.2024 4.13% 0.23 CHF 0.24 CHF 230'000 230'000 102'231 102'231 24'848 CHF 25'875 CHF 99.88% 99.88%
11.11.2024 3.99% 0.26 CHF 0.27 CHF 220'000 220'000 100'140 100'140 25'399 CHF 26'404 CHF 99.90% 99.90%
08.11.2024 4.04% 0.26 CHF 0.27 CHF 220'000 220'000 101'720 101'720 25'572 CHF 26'594 CHF 99.06% 99.06%
07.11.2024 4.03% 0.24 CHF 0.25 CHF 230'000 230'000 102'265 102'265 25'445 CHF 26'472 CHF 99.90% 99.90%

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