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 1.19% 0.83 CHF 0.84 CHF 91'900 91'900 40'998 40'998 34'709 CHF 35'120 CHF 99.34% 99.34%
19.11.2024 1.21% 0.85 CHF 0.86 CHF 90'000 90'000 40'227 40'227 33'913 CHF 34'316 CHF 100.00% 100.00%
18.11.2024 1.16% 0.88 CHF 0.89 CHF 88'500 88'500 39'542 39'542 34'711 CHF 35'107 CHF 99.74% 99.74%
15.11.2024 1.25% 0.85 CHF 0.86 CHF 94'500 94'500 42'472 42'472 35'038 CHF 35'464 CHF 99.87% 99.87%
14.11.2024 1.22% 0.83 CHF 0.84 CHF 94'700 94'700 42'367 42'367 35'235 CHF 35'659 CHF 98.59% 98.59%
13.11.2024 1.24% 0.85 CHF 0.86 CHF 94'700 94'700 42'722 42'722 35'244 CHF 35'672 CHF 100.00% 100.00%
12.11.2024 1.23% 0.84 CHF 0.85 CHF 94'600 94'600 42'151 42'151 35'064 CHF 35'486 CHF 99.88% 99.88%
11.11.2024 1.27% 0.83 CHF 0.84 CHF 100'300 100'300 44'984 44'984 36'651 CHF 37'102 CHF 99.88% 99.88%
08.11.2024 1.34% 0.77 CHF 0.78 CHF 105'400 105'400 47'353 47'353 36'106 CHF 36'581 CHF 98.89% 98.89%
07.11.2024 1.31% 0.74 CHF 0.75 CHF 102'200 102'200 44'803 44'803 34'281 CHF 34'731 CHF 99.90% 99.90%

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