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 1.46% 0.80 CHF 0.81 CHF 167'000 167'000 86'478 86'478 62'009 CHF 62'877 CHF 99.90% 99.90%
19.11.2024 1.28% 0.68 CHF 0.69 CHF 164'000 164'000 88'206 88'206 68'795 CHF 69'678 CHF 99.55% 99.55%
18.11.2024 1.48% 0.67 CHF 0.68 CHF 164'000 164'000 86'664 86'664 59'612 CHF 60'482 CHF 98.72% 98.72%
15.11.2024 0.72% 1.23 CHF 1.24 CHF 177'000 177'000 94'426 94'426 130'166 CHF 131'112 CHF 99.46% 99.46%
14.11.2024 1.03% 1.23 CHF 1.24 CHF 177'000 177'000 90'849 90'849 94'734 CHF 95'644 CHF 98.84% 98.84%
13.11.2024 1.23% 0.96 CHF 0.97 CHF 174'000 174'000 89'028 89'028 75'517 CHF 76'410 CHF 99.34% 99.34%
12.11.2024 2.20% 0.76 CHF 0.77 CHF 167'000 167'000 83'134 83'134 55'264 CHF 56'125 CHF 96.68% 96.68%
11.11.2024 1.48% 0.46 CHF 0.47 CHF 160'000 160'000 87'500 87'500 59'160 CHF 60'037 CHF 99.30% 99.30%
08.11.2024 0.62% 1.29 CHF 1.30 CHF 180'000 180'000 96'363 96'363 154'575 CHF 155'541 CHF 100.00% 100.00%
07.11.2024 0.51% 1.74 CHF 1.75 CHF 194'000 194'000 103'645 103'645 202'496 CHF 203'535 CHF 99.77% 99.77%

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