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 1.04% 0.97 CHF 0.98 CHF 44'000 44'000 44'205 44'205 42'765 CHF 43'207 CHF 100.00% 100.00%
19.11.2024 0.96% 1.01 CHF 1.02 CHF 45'000 45'000 44'573 44'573 46'693 CHF 47'139 CHF 98.98% 98.98%
18.11.2024 0.96% 1.05 CHF 1.06 CHF 45'000 45'000 44'862 44'862 46'830 CHF 47'280 CHF 100.00% 100.00%
15.11.2024 1.20% 1.03 CHF 1.04 CHF 45'000 45'000 43'583 43'583 36'357 CHF 36'793 CHF 71.53% 71.53%
14.11.2024 1.70% 0.58 CHF 0.59 CHF 42'000 42'000 41'307 41'307 24'336 CHF 24'750 CHF 100.00% 100.00%
13.11.2024 1.60% 0.58 CHF 0.59 CHF 41'000 41'000 41'568 41'568 26'088 CHF 26'504 CHF 98.55% 98.55%
12.11.2024 1.78% 0.56 CHF 0.57 CHF 41'000 41'000 40'988 40'988 23'263 CHF 23'674 CHF 99.65% 99.65%
11.11.2024 1.67% 0.62 CHF 0.63 CHF 42'000 42'000 41'601 41'601 25'021 CHF 25'438 CHF 100.00% 100.00%
08.11.2024 1.46% 0.66 CHF 0.67 CHF 42'000 42'000 42'024 42'024 28'883 CHF 29'304 CHF 100.00% 100.00%
07.11.2024 1.40% 0.68 CHF 0.69 CHF 42'000 42'000 42'412 42'412 30'653 CHF 31'078 CHF 100.00% 100.00%

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