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 1.11% 1.07 CHF 1.08 CHF 167'000 167'000 86'481 86'481 81'768 CHF 82'636 CHF 99.90% 99.90%
19.11.2024 0.95% 0.90 CHF 0.91 CHF 164'000 164'000 88'225 88'225 92'666 CHF 93'550 CHF 99.55% 99.55%
18.11.2024 1.10% 0.89 CHF 0.90 CHF 164'000 164'000 86'666 86'666 80'172 CHF 81'041 CHF 98.73% 98.73%
15.11.2024 0.58% 1.58 CHF 1.59 CHF 177'000 177'000 94'426 94'426 163'103 CHF 164'049 CHF 99.46% 99.46%
14.11.2024 0.76% 1.58 CHF 1.59 CHF 177'000 177'000 90'825 90'825 126'392 CHF 127'302 CHF 98.84% 98.84%
13.11.2024 0.91% 1.30 CHF 1.31 CHF 174'000 174'000 89'026 89'026 102'557 CHF 103'449 CHF 99.34% 99.34%
12.11.2024 1.15% 1.01 CHF 1.02 CHF 167'000 167'000 83'231 83'231 77'143 CHF 77'977 CHF 96.41% 96.41%
11.11.2024 1.09% 0.73 CHF 0.74 CHF 160'000 160'000 87'490 87'490 80'617 CHF 81'493 CHF 99.28% 99.28%
08.11.2024 0.51% 1.63 CHF 1.64 CHF 180'000 180'000 96'365 96'365 187'586 CHF 188'551 CHF 100.00% 100.00%
07.11.2024 0.44% 2.09 CHF 2.10 CHF 194'000 194'000 103'642 103'642 238'073 CHF 239'112 CHF 99.77% 99.77%

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