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 1.34% 0.78 CHF 0.79 CHF 100'000 100'000 99'058 97'958 74'088 CHF 74'238 CHF 99.77% 99.98%
19.11.2024 1.37% 0.71 CHF 0.72 CHF 100'000 100'000 99'478 99'460 72'654 CHF 73'636 CHF 96.84% 98.68%
18.11.2024 1.34% 0.73 CHF 0.74 CHF 100'000 100'000 99'487 99'462 74'341 CHF 75'318 CHF 98.14% 99.97%
15.11.2024 1.34% 0.76 CHF 0.77 CHF 100'000 100'000 100'000 100'000 74'278 CHF 75'278 CHF 70.86% 70.86%
14.11.2024 1.30% 0.74 CHF 0.75 CHF 100'000 100'000 99'488 99'460 76'604 CHF 77'578 CHF 98.13% 99.97%
13.11.2024 1.44% 0.73 CHF 0.74 CHF 100'000 100'000 99'285 98'379 69'118 CHF 69'465 CHF 90.90% 91.72%
12.11.2024 1.45% 0.70 CHF 0.71 CHF 100'000 100'000 99'072 97'935 68'555 CHF 68'750 CHF 99.80% 99.95%
11.11.2024 1.54% 0.66 CHF 0.67 CHF 100'000 100'000 99'073 97'953 64'637 CHF 64'875 CHF 99.77% 99.95%
08.11.2024 1.80% 0.59 CHF 0.60 CHF 100'000 100'000 99'062 98'218 55'140 CHF 55'651 CHF 99.47% 99.96%
07.11.2024 1.80% 0.53 CHF 0.54 CHF 100'000 100'000 99'493 98'697 55'017 CHF 55'580 CHF 98.98% 99.96%

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