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 1.55% 0.67 CHF 0.68 CHF 230'000 230'000 102'881 102'881 67'973 CHF 69'004 CHF 99.90% 99.90%
19.11.2024 1.61% 0.63 CHF 0.64 CHF 230'000 230'000 95'227 95'227 59'955 CHF 60'910 CHF 99.91% 99.91%
18.11.2024 1.55% 0.64 CHF 0.65 CHF 225'000 225'000 102'722 102'722 67'041 CHF 68'070 CHF 99.90% 99.90%
15.11.2024 1.56% 0.65 CHF 0.66 CHF 225'000 225'000 92'067 92'067 59'245 CHF 60'167 CHF 100.00% 100.00%
14.11.2024 1.56% 0.65 CHF 0.66 CHF 225'000 225'000 100'764 100'764 65'241 CHF 66'251 CHF 100.00% 100.00%
13.11.2024 1.50% 0.66 CHF 0.67 CHF 230'000 230'000 103'639 103'639 69'773 CHF 70'812 CHF 98.61% 99.78%
12.11.2024 1.59% 0.66 CHF 0.67 CHF 230'000 230'000 101'326 101'326 64'716 CHF 65'731 CHF 100.00% 100.00%
11.11.2024 4.28% 0.62 CHF 0.63 CHF 225'000 225'000 56'484 56'484 36'571 CHF 38'079 CHF 99.55% 99.55%
08.11.2024 1.46% 0.68 CHF 0.69 CHF 235'000 235'000 106'755 106'755 73'726 CHF 74'796 CHF 98.55% 98.55%
07.11.2024 1.45% 0.69 CHF 0.70 CHF 240'000 240'000 106'162 106'162 73'827 CHF 74'890 CHF 100.00% 100.00%

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