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 1.15% 0.92 CHF 0.93 CHF 65'000 65'000 35'755 35'755 31'859 CHF 32'218 CHF 99.90% 99.90%
19.11.2024 1.19% 0.87 CHF 0.88 CHF 65'000 65'000 35'868 35'868 30'803 CHF 31'163 CHF 98.91% 98.91%
18.11.2024 1.31% 0.80 CHF 0.81 CHF 65'000 65'000 35'737 35'737 27'814 CHF 28'173 CHF 99.59% 99.59%
15.11.2024 1.35% 0.73 CHF 0.74 CHF 65'000 65'000 35'701 35'701 26'781 CHF 27'139 CHF 99.89% 99.89%
14.11.2024 1.44% 0.76 CHF 0.77 CHF 65'000 65'000 36'260 36'260 26'031 CHF 26'394 CHF 98.84% 98.84%
13.11.2024 1.29% 0.75 CHF 0.76 CHF 65'000 65'000 35'806 35'806 27'986 CHF 28'345 CHF 100.00% 100.00%
12.11.2024 1.30% 0.79 CHF 0.80 CHF 65'000 65'000 33'385 33'385 26'234 CHF 26'570 CHF 100.00% 100.00%
11.11.2024 1.11% 0.84 CHF 0.85 CHF 65'000 65'000 35'513 35'513 32'363 CHF 32'722 CHF 99.93% 99.93%
08.11.2024 1.94% 0.99 CHF 1.00 CHF 65'000 65'000 24'619 24'619 24'264 CHF 24'534 CHF 100.00% 100.00%
07.11.2024 1.02% 1.02 CHF 1.03 CHF 60'000 60'000 28'763 28'763 28'630 CHF 28'919 CHF 98.68% 98.68%

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