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 1.25% 0.79 CHF 0.80 CHF 219'000 219'000 95'998 95'998 77'483 CHF 78'445 CHF 99.90% 99.90%
19.11.2024 1.29% 0.80 CHF 0.81 CHF 219'000 219'000 97'892 97'892 76'966 CHF 77'947 CHF 99.85% 99.85%
18.11.2024 1.27% 0.80 CHF 0.81 CHF 219'000 219'000 97'621 97'621 77'895 CHF 78'873 CHF 99.90% 99.90%
15.11.2024 1.17% 0.82 CHF 0.83 CHF 209'000 209'000 92'199 92'199 77'755 CHF 78'679 CHF 99.90% 99.90%
14.11.2024 1.05% 0.95 CHF 0.96 CHF 200'000 200'000 89'171 89'171 85'884 CHF 86'777 CHF 100.00% 100.00%
13.11.2024 1.10% 0.92 CHF 0.93 CHF 209'000 209'000 93'685 93'685 86'007 CHF 86'945 CHF 100.00% 100.00%
12.11.2024 1.10% 0.91 CHF 0.92 CHF 209'000 209'000 93'432 93'432 86'040 CHF 86'976 CHF 99.87% 99.87%
11.11.2024 1.06% 0.93 CHF 0.94 CHF 200'000 200'000 89'180 89'180 85'434 CHF 86'327 CHF 99.90% 99.90%
08.11.2024 1.03% 0.96 CHF 0.97 CHF 200'000 200'000 89'662 89'662 88'339 CHF 89'237 CHF 98.88% 98.88%
07.11.2024 1.02% 1.00 CHF 1.01 CHF 200'000 200'000 89'142 89'142 89'065 CHF 89'958 CHF 99.90% 99.90%

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