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 0.89% 18.77 CHF 18.83 CHF 6'900 6'900 3'124 3'124 58'479 CHF 58'879 CHF 99.90% 99.90%
19.11.2024 0.87% 17.43 CHF 17.48 CHF 9'000 9'000 3'817 3'817 62'752 CHF 63'139 CHF 99.89% 99.89%
18.11.2024 0.98% 17.64 CHF 17.71 CHF 6'000 6'000 2'652 2'652 51'538 CHF 51'924 CHF 97.81% 97.81%
15.11.2024 0.79% 21.94 CHF 21.99 CHF 8'300 8'300 3'497 3'497 69'077 CHF 69'449 CHF 99.18% 99.18%
14.11.2024 0.89% 14.30 CHF 14.34 CHF 9'400 9'400 4'345 4'345 63'044 CHF 63'434 CHF 99.66% 99.66%
13.11.2024 0.87% 13.36 CHF 13.40 CHF 10'900 10'900 4'941 4'941 63'940 CHF 64'349 CHF 99.55% 99.55%
12.11.2024 0.87% 13.22 CHF 13.26 CHF 10'000 10'000 4'454 4'454 57'461 CHF 57'842 CHF 99.72% 99.72%
11.11.2024 0.86% 12.27 CHF 12.30 CHF 14'700 14'700 6'282 6'282 66'684 CHF 67'082 CHF 99.90% 99.90%
08.11.2024 0.92% 9.17 CHF 9.20 CHF 18'600 18'600 7'934 7'934 62'785 CHF 63'207 CHF 98.94% 98.94%
07.11.2024 1.83% 6.66 CHF 6.68 CHF 19'600 19'600 9'168 9'168 53'803 CHF 54'149 CHF 54.06% 95.95%

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