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 1.78% 0.86 CHF 0.87 CHF 121'500 121'500 54'117 54'117 46'859 CHF 47'562 CHF 99.39% 99.39%
19.11.2024 1.20% 0.83 CHF 0.84 CHF 121'100 121'100 100'998 100'998 83'906 CHF 84'916 CHF 12.75% 12.75%
18.11.2024 2.06% 0.86 CHF 0.87 CHF 89'400 89'400 39'834 39'834 34'362 CHF 34'965 CHF 99.73% 99.73%
15.11.2024 1.85% 0.87 CHF 0.88 CHF 91'700 91'700 41'337 41'337 34'780 CHF 35'318 CHF 99.90% 99.90%
14.11.2024 2.00% 0.88 CHF 0.89 CHF 88'700 88'700 39'653 39'653 35'140 CHF 35'737 CHF 98.55% 98.55%
13.11.2024 2.03% 0.90 CHF 0.91 CHF 88'100 88'100 39'346 39'346 34'759 CHF 35'355 CHF 100.00% 100.00%
12.11.2024 1.94% 0.91 CHF 0.92 CHF 85'100 85'100 38'018 38'018 34'842 CHF 35'417 CHF 99.88% 99.88%
11.11.2024 1.98% 0.93 CHF 0.94 CHF 89'300 89'300 39'852 39'852 36'414 CHF 37'018 CHF 99.89% 99.89%
08.11.2024 1.84% 0.87 CHF 0.88 CHF 93'100 93'100 41'902 41'902 35'409 CHF 35'952 CHF 99.05% 99.05%
07.11.2024 2.03% 0.85 CHF 0.86 CHF 89'300 89'300 39'588 39'588 34'248 CHF 34'846 CHF 100.00% 100.00%

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