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 1.18% 0.84 CHF 0.85 CHF 54'000 54'000 52'676 52'676 44'400 CHF 44'927 CHF 100.00% 100.00%
19.11.2024 1.24% 0.81 CHF 0.82 CHF 55'000 55'000 53'531 53'531 42'895 CHF 43'430 CHF 100.00% 100.00%
18.11.2024 1.30% 0.78 CHF 0.79 CHF 55'000 55'000 53'568 53'568 40'864 CHF 41'399 CHF 100.00% 100.00%
15.11.2024 1.40% 0.72 CHF 0.73 CHF 56'000 56'000 54'118 54'118 38'360 CHF 38'901 CHF 100.00% 100.00%
14.11.2024 1.57% 0.64 CHF 0.65 CHF 56'000 56'000 54'753 54'753 34'757 CHF 35'305 CHF 99.33% 99.33%
13.11.2024 1.46% 0.66 CHF 0.67 CHF 56'000 56'000 54'448 54'448 37'110 CHF 37'655 CHF 100.00% 100.00%
12.11.2024 1.45% 0.64 CHF 0.65 CHF 56'000 56'000 55'306 55'306 37'866 CHF 38'419 CHF 68.32% 100.00%
11.11.2024 1.20% 0.78 CHF 0.79 CHF 55'000 55'000 52'699 52'699 43'670 CHF 44'197 CHF 99.93% 99.93%
08.11.2024 1.05% 0.89 CHF 0.90 CHF 54'000 54'000 51'727 51'727 48'882 CHF 49'399 CHF 100.00% 100.00%
07.11.2024 0.85% 1.19 CHF 1.20 CHF 51'000 51'000 49'705 49'705 58'294 CHF 58'791 CHF 98.53% 98.53%

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