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 1.46% 0.68 CHF 0.69 CHF 130'000 130'000 71'269 71'269 49'474 CHF 50'189 CHF 99.90% 99.90%
19.11.2024 1.43% 0.70 CHF 0.71 CHF 130'000 130'000 71'492 71'492 50'534 CHF 51'251 CHF 98.91% 98.91%
18.11.2024 1.35% 0.74 CHF 0.75 CHF 130'000 130'000 71'231 71'231 53'590 CHF 54'305 CHF 99.58% 99.58%
15.11.2024 1.33% 0.78 CHF 0.79 CHF 130'000 130'000 71'159 71'159 54'729 CHF 55'444 CHF 99.89% 99.89%
14.11.2024 1.28% 0.76 CHF 0.77 CHF 130'000 130'000 72'506 72'506 56'973 CHF 57'699 CHF 98.84% 98.84%
13.11.2024 1.36% 0.77 CHF 0.78 CHF 130'000 130'000 71'366 71'366 53'355 CHF 54'070 CHF 100.00% 100.00%
12.11.2024 1.37% 0.74 CHF 0.75 CHF 130'000 130'000 66'534 66'534 49'479 CHF 50'147 CHF 100.00% 100.00%
11.11.2024 1.54% 0.71 CHF 0.72 CHF 130'000 130'000 70'790 70'790 48'122 CHF 48'837 CHF 99.93% 99.93%
08.11.2024 2.93% 0.64 CHF 0.65 CHF 130'000 130'000 49'048 49'048 31'178 CHF 31'716 CHF 100.00% 100.00%
07.11.2024 1.61% 0.62 CHF 0.63 CHF 120'000 120'000 57'282 57'282 36'250 CHF 36'824 CHF 98.68% 98.68%

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