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 1.01% 0.98 CHF 0.99 CHF 196'400 196'400 88'081 88'081 89'185 CHF 90'067 CHF 99.90% 99.90%
19.11.2024 1.02% 1.03 CHF 1.04 CHF 209'000 209'000 92'654 92'654 93'350 CHF 94'278 CHF 100.00% 100.00%
18.11.2024 1.08% 0.96 CHF 0.97 CHF 220'600 220'600 95'458 95'458 89'995 CHF 90'951 CHF 99.63% 99.63%
15.11.2024 0.88% 1.00 CHF 1.01 CHF 163'600 163'600 53'994 53'994 58'299 CHF 58'840 CHF 98.89% 98.89%
14.11.2024 1.50% 1.07 CHF 1.08 CHF 117'300 117'300 39'322 39'322 43'764 CHF 44'208 CHF 95.14% 95.14%
13.11.2024 0.61% 1.64 CHF 1.65 CHF 118'800 118'800 53'051 53'051 88'537 CHF 89'068 CHF 99.78% 99.78%
12.11.2024 0.60% 1.73 CHF 1.74 CHF 119'500 119'500 52'958 52'958 90'362 CHF 90'893 CHF 100.00% 100.00%
11.11.2024 0.58% 1.73 CHF 1.74 CHF 108'800 108'800 48'856 48'856 85'673 CHF 86'162 CHF 99.90% 99.90%
08.11.2024 0.56% 1.81 CHF 1.82 CHF 110'900 110'900 49'586 49'586 90'028 CHF 90'524 CHF 100.00% 100.00%
07.11.2024 0.57% 1.79 CHF 1.80 CHF 110'800 110'800 49'224 49'224 88'129 CHF 88'622 CHF 99.85% 99.85%

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