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 1.42% 0.75 CHF 0.76 CHF 65'000 65'000 35'756 35'756 25'779 CHF 26'137 CHF 99.90% 99.90%
19.11.2024 1.48% 0.70 CHF 0.71 CHF 65'000 65'000 35'867 35'866 24'682 CHF 25'041 CHF 98.91% 98.91%
18.11.2024 1.68% 0.63 CHF 0.64 CHF 65'000 65'000 35'752 35'752 21'780 CHF 22'139 CHF 99.42% 99.42%
15.11.2024 1.74% 0.57 CHF 0.58 CHF 65'000 65'000 35'701 35'701 20'731 CHF 21'090 CHF 99.89% 99.89%
14.11.2024 1.89% 0.59 CHF 0.60 CHF 65'000 65'000 36'262 36'262 19'904 CHF 20'267 CHF 98.84% 98.84%
13.11.2024 1.64% 0.58 CHF 0.59 CHF 65'000 65'000 35'804 35'804 21'885 CHF 22'243 CHF 100.00% 100.00%
12.11.2024 1.65% 0.62 CHF 0.63 CHF 65'000 65'000 33'715 33'714 20'785 CHF 21'123 CHF 98.91% 98.91%
11.11.2024 1.36% 0.67 CHF 0.68 CHF 65'000 65'000 35'512 35'512 26'372 CHF 26'731 CHF 99.93% 99.93%
08.11.2024 2.35% 0.82 CHF 0.83 CHF 65'000 65'000 24'622 24'622 20'117 CHF 20'387 CHF 100.00% 100.00%
07.11.2024 1.23% 0.85 CHF 0.86 CHF 60'000 60'000 28'896 28'896 23'896 CHF 24'186 CHF 97.57% 97.57%

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