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 1.02% 0.98 CHF 0.99 CHF 54'000 54'000 52'676 52'676 51'538 CHF 52'065 CHF 100.00% 100.00%
19.11.2024 1.06% 0.94 CHF 0.95 CHF 55'000 55'000 53'531 53'531 50'088 CHF 50'623 CHF 100.00% 100.00%
18.11.2024 1.11% 0.92 CHF 0.93 CHF 55'000 55'000 53'568 53'568 48'050 CHF 48'586 CHF 100.00% 100.00%
15.11.2024 1.18% 0.86 CHF 0.87 CHF 56'000 56'000 54'118 54'118 45'669 CHF 46'210 CHF 100.00% 100.00%
14.11.2024 1.29% 0.78 CHF 0.79 CHF 56'000 56'000 54'753 54'753 42'167 CHF 42'715 CHF 99.33% 99.33%
13.11.2024 1.22% 0.80 CHF 0.81 CHF 56'000 56'000 54'448 54'448 44'405 CHF 44'949 CHF 100.00% 100.00%
12.11.2024 1.21% 0.77 CHF 0.78 CHF 56'000 56'000 55'306 55'306 45'299 CHF 45'852 CHF 68.32% 100.00%
11.11.2024 1.03% 0.92 CHF 0.93 CHF 55'000 55'000 52'700 52'700 50'762 CHF 51'289 CHF 99.93% 99.93%
08.11.2024 0.92% 1.03 CHF 1.04 CHF 54'000 54'000 51'727 51'727 55'887 CHF 56'404 CHF 100.00% 100.00%
07.11.2024 0.76% 1.33 CHF 1.34 CHF 51'000 51'000 49'705 49'705 65'029 CHF 65'526 CHF 98.53% 98.53%

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