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 1.95% 0.51 CHF 0.52 CHF 150'000 150'000 66'901 66'901 34'419 CHF 35'090 CHF 99.90% 99.90%
19.11.2024 1.88% 0.51 CHF 0.52 CHF 150'000 150'000 66'148 66'148 34'936 CHF 35'599 CHF 99.86% 99.86%
18.11.2024 1.89% 0.54 CHF 0.55 CHF 145'000 145'000 65'032 65'032 35'078 CHF 35'730 CHF 99.90% 99.90%
15.11.2024 1.99% 0.52 CHF 0.53 CHF 145'000 145'000 66'520 66'520 34'056 CHF 34'722 CHF 100.00% 100.00%
14.11.2024 1.91% 0.51 CHF 0.52 CHF 150'000 150'000 65'882 65'882 34'384 CHF 35'044 CHF 100.00% 100.00%
13.11.2024 1.95% 0.51 CHF 0.52 CHF 150'000 150'000 67'159 67'159 34'559 CHF 35'232 CHF 100.00% 100.00%
12.11.2024 1.82% 0.52 CHF 0.53 CHF 150'000 150'000 65'690 65'690 35'982 CHF 36'640 CHF 99.88% 99.88%
11.11.2024 1.77% 0.56 CHF 0.57 CHF 145'000 145'000 65'032 65'032 37'269 CHF 37'921 CHF 99.90% 99.90%
08.11.2024 1.73% 0.58 CHF 0.59 CHF 145'000 145'000 65'393 65'393 38'132 CHF 38'787 CHF 98.89% 98.89%
07.11.2024 1.66% 0.59 CHF 0.60 CHF 145'000 145'000 65'032 65'032 39'265 CHF 39'916 CHF 99.90% 99.90%

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