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 1.88% 0.55 CHF 0.56 CHF 230'000 230'000 102'881 102'881 55'810 CHF 56'840 CHF 99.90% 99.90%
19.11.2024 1.98% 0.51 CHF 0.52 CHF 230'000 230'000 95'354 95'354 48'668 CHF 49'624 CHF 100.00% 100.00%
18.11.2024 1.88% 0.52 CHF 0.53 CHF 225'000 225'000 102'722 102'722 54'872 CHF 55'901 CHF 99.90% 99.90%
15.11.2024 1.90% 0.53 CHF 0.54 CHF 225'000 225'000 92'049 92'049 48'291 CHF 49'213 CHF 100.00% 100.00%
14.11.2024 1.91% 0.53 CHF 0.54 CHF 225'000 225'000 100'754 100'754 53'273 CHF 54'283 CHF 100.00% 100.00%
13.11.2024 1.82% 0.54 CHF 0.55 CHF 230'000 230'000 103'554 103'554 57'468 CHF 58'507 CHF 98.76% 99.94%
12.11.2024 1.94% 0.54 CHF 0.55 CHF 230'000 230'000 101'321 101'321 52'825 CHF 53'840 CHF 100.00% 100.00%
11.11.2024 5.17% 0.51 CHF 0.52 CHF 225'000 225'000 56'510 56'510 30'003 CHF 31'513 CHF 99.55% 99.55%
08.11.2024 1.74% 0.56 CHF 0.57 CHF 235'000 235'000 106'628 106'628 61'425 CHF 62'493 CHF 98.79% 98.79%
07.11.2024 1.75% 0.58 CHF 0.59 CHF 240'000 240'000 106'157 106'157 61'414 CHF 62'477 CHF 100.00% 100.00%

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