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 1.52% 0.65 CHF 0.66 CHF 54'000 54'000 52'676 52'676 34'429 CHF 34'955 CHF 100.00% 100.00%
19.11.2024 1.62% 0.62 CHF 0.63 CHF 55'000 55'000 53'531 53'531 32'799 CHF 33'334 CHF 100.00% 100.00%
18.11.2024 1.73% 0.59 CHF 0.60 CHF 55'000 55'000 53'568 53'568 30'723 CHF 31'258 CHF 100.00% 100.00%
15.11.2024 1.91% 0.53 CHF 0.54 CHF 56'000 56'000 54'118 54'118 28'145 CHF 28'686 CHF 100.00% 100.00%
14.11.2024 2.23% 0.45 CHF 0.46 CHF 56'000 56'000 54'753 54'753 24'391 CHF 24'938 CHF 99.33% 99.33%
13.11.2024 2.02% 0.47 CHF 0.48 CHF 56'000 56'000 54'448 54'448 26'762 CHF 27'307 CHF 100.00% 100.00%
12.11.2024 2.01% 0.45 CHF 0.46 CHF 56'000 56'000 55'306 55'306 27'323 CHF 27'876 CHF 68.32% 100.00%
11.11.2024 1.56% 0.59 CHF 0.60 CHF 55'000 55'000 52'699 52'699 33'579 CHF 34'106 CHF 99.93% 99.93%
08.11.2024 1.32% 0.70 CHF 0.71 CHF 54'000 54'000 51'726 51'726 39'065 CHF 39'582 CHF 100.00% 100.00%
07.11.2024 1.01% 1.00 CHF 1.01 CHF 51'000 51'000 49'705 49'705 48'837 CHF 49'334 CHF 98.53% 98.53%

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