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 1.92% 1.26 CHF 1.27 CHF 109'400 109'400 48'795 48'795 59'453 CHF 60'336 CHF 99.90% 99.90%
19.11.2024 1.91% 1.24 CHF 1.25 CHF 106'700 106'700 47'741 47'741 57'664 CHF 58'525 CHF 99.85% 99.85%
18.11.2024 1.91% 1.25 CHF 1.26 CHF 106'800 106'800 47'625 47'625 58'215 CHF 59'076 CHF 99.90% 99.90%
15.11.2024 1.60% 1.33 CHF 1.34 CHF 91'900 91'900 40'327 40'327 56'646 CHF 57'372 CHF 100.00% 100.00%
14.11.2024 1.52% 1.49 CHF 1.50 CHF 87'400 87'400 38'954 38'954 58'448 CHF 59'150 CHF 100.00% 100.00%
13.11.2024 1.44% 1.54 CHF 1.55 CHF 82'500 82'500 36'403 36'403 57'962 CHF 58'619 CHF 100.00% 100.00%
12.11.2024 1.67% 1.79 CHF 1.80 CHF 73'000 73'000 32'385 32'385 59'028 CHF 59'776 CHF 99.88% 99.88%
11.11.2024 1.72% 1.94 CHF 1.95 CHF 72'600 72'600 32'729 32'729 60'612 CHF 61'374 CHF 100.00% 100.00%
08.11.2024 1.67% 1.74 CHF 1.75 CHF 72'000 72'000 31'845 31'845 57'683 CHF 58'417 CHF 98.90% 98.90%
07.11.2024 2.73% 1.82 CHF 1.83 CHF 84'200 84'200 27'834 27'834 48'270 CHF 48'930 CHF 99.83% 99.83%

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