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 1.58% 0.63 CHF 0.64 CHF 375'000 375'000 168'285 168'285 108'329 CHF 110'015 CHF 99.90% 99.90%
19.11.2024 1.59% 0.65 CHF 0.66 CHF 380'000 380'000 168'483 168'483 108'097 CHF 109'785 CHF 100.00% 100.00%
18.11.2024 1.66% 0.62 CHF 0.63 CHF 375'000 375'000 162'398 162'398 98'840 CHF 100'467 CHF 99.63% 99.63%
15.11.2024 1.47% 0.63 CHF 0.64 CHF 375'000 375'000 123'890 123'890 82'006 CHF 83'248 CHF 98.89% 98.89%
14.11.2024 2.45% 0.67 CHF 0.68 CHF 380'000 380'000 127'398 127'398 87'019 CHF 88'455 CHF 95.14% 95.14%
13.11.2024 1.21% 0.83 CHF 0.84 CHF 420'000 420'000 187'523 187'523 157'445 CHF 159'324 CHF 99.78% 99.78%
12.11.2024 1.19% 0.86 CHF 0.87 CHF 425'000 425'000 188'510 188'510 160'023 CHF 161'912 CHF 100.00% 100.00%
11.11.2024 1.18% 0.85 CHF 0.86 CHF 425'000 425'000 190'859 190'859 163'898 CHF 165'811 CHF 99.90% 99.90%
08.11.2024 1.17% 0.87 CHF 0.88 CHF 435'000 435'000 194'319 194'319 169'206 CHF 171'152 CHF 100.00% 100.00%
07.11.2024 1.17% 0.86 CHF 0.87 CHF 435'000 435'000 193'439 193'439 167'524 CHF 169'462 CHF 99.85% 99.85%

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