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 1.00% 78.54 CHF 79.33 CHF 12'420 12'500 12'469 12'354 972'850 CHF 973'633 CHF 99.95% 99.95%
19.11.2024 1.00% 76.51 CHF 77.28 CHF 11'960 11'155 12'286 11'234 936'038 CHF 864'493 CHF 99.87% 99.87%
18.11.2024 1.00% 76.63 CHF 77.40 CHF 12'500 10'317 12'500 12'076 948'304 CHF 925'334 CHF 99.99% 99.99%
15.11.2024 1.00% 74.44 CHF 75.19 CHF 12'240 11'887 12'338 12'314 918'460 CHF 925'927 CHF 99.95% 99.95%
14.11.2024 1.00% 73.20 CHF 73.94 CHF 12'500 12'500 12'407 12'396 939'760 CHF 948'286 CHF 97.58% 97.58%
13.11.2024 1.00% 77.63 CHF 78.41 CHF 11'539 11'682 12'397 11'853 913'452 CHF 882'268 CHF 99.58% 99.58%
12.11.2024 1.00% 71.29 CHF 72.01 CHF 10'333 11'945 10'983 12'203 795'386 CHF 892'146 CHF 99.98% 99.98%
11.11.2024 1.00% 70.24 CHF 70.95 CHF 10'120 11'567 10'804 11'821 734'570 CHF 812'026 CHF 99.95% 99.95%
08.11.2024 1.00% 62.90 CHF 63.53 CHF 11'948 12'500 12'439 12'500 777'164 CHF 788'880 CHF 100.00% 100.00%
07.11.2024 1.00% 62.29 CHF 62.92 CHF 10'715 11'760 11'726 11'897 724'584 CHF 742'551 CHF 99.99% 99.99%

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