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 1.90% 0.52 CHF 0.53 CHF 375'000 375'000 165'793 165'793 88'345 CHF 90'006 CHF 98.60% 98.60%
19.11.2024 1.93% 0.54 CHF 0.55 CHF 380'000 380'000 167'312 167'312 88'718 CHF 90'394 CHF 99.13% 99.13%
18.11.2024 2.03% 0.51 CHF 0.52 CHF 375'000 375'000 160'898 160'898 79'940 CHF 81'552 CHF 97.81% 97.81%
15.11.2024 1.75% 0.52 CHF 0.53 CHF 375'000 375'000 118'786 118'786 65'443 CHF 66'634 CHF 96.51% 96.51%
14.11.2024 2.88% 0.56 CHF 0.57 CHF 380'000 380'000 121'986 121'986 70'283 CHF 71'672 CHF 85.91% 85.91%
13.11.2024 1.39% 0.72 CHF 0.73 CHF 420'000 420'000 185'962 185'962 135'324 CHF 137'188 CHF 98.92% 98.92%
12.11.2024 1.38% 0.74 CHF 0.75 CHF 425'000 425'000 187'799 187'799 138'349 CHF 140'231 CHF 99.33% 99.33%
11.11.2024 1.35% 0.74 CHF 0.75 CHF 425'000 425'000 188'209 188'209 140'550 CHF 142'436 CHF 98.68% 98.68%
08.11.2024 1.34% 0.76 CHF 0.77 CHF 435'000 435'000 192'728 192'728 146'583 CHF 148'514 CHF 99.12% 99.12%
07.11.2024 1.34% 0.75 CHF 0.76 CHF 435'000 435'000 192'558 192'558 145'538 CHF 147'467 CHF 99.47% 99.47%

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