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 2.29% 0.50 CHF 0.51 CHF 186'800 186'800 81'774 81'774 37'045 CHF 37'865 CHF 99.57% 99.57%
19.11.2024 2.16% 0.42 CHF 0.43 CHF 142'700 142'700 63'475 63'475 30'419 CHF 31'065 CHF 99.19% 99.19%
18.11.2024 1.78% 0.57 CHF 0.58 CHF 135'900 135'900 60'506 60'506 35'183 CHF 35'798 CHF 99.90% 99.90%
15.11.2024 1.78% 0.62 CHF 0.63 CHF 162'100 162'100 65'771 65'771 39'544 CHF 40'204 CHF 91.62% 91.62%
14.11.2024 2.72% 0.36 CHF 0.37 CHF 197'800 197'800 86'932 86'932 32'154 CHF 33'034 CHF 99.72% 99.72%
13.11.2024 2.15% 0.40 CHF 0.41 CHF 152'200 152'200 71'364 71'364 32'247 CHF 32'962 CHF 99.93% 99.93%
12.11.2024 2.20% 0.47 CHF 0.48 CHF 180'800 180'800 79'316 79'316 36'572 CHF 37'367 CHF 99.89% 99.89%
11.11.2024 2.91% 0.45 CHF 0.46 CHF 190'800 190'800 78'483 78'483 33'700 CHF 34'555 CHF 99.90% 99.90%
08.11.2024 2.58% 0.36 CHF 0.37 CHF 161'700 161'700 74'589 74'589 28'521 CHF 29'269 CHF 97.38% 97.38%
07.11.2024 2.11% 0.47 CHF 0.48 CHF 162'700 162'700 72'424 72'424 34'005 CHF 34'731 CHF 100.00% 100.00%

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