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 1.12% 0.95 CHF 0.96 CHF 65'000 65'000 35'756 35'756 32'779 CHF 33'138 CHF 99.90% 99.90%
19.11.2024 1.16% 0.89 CHF 0.90 CHF 65'000 65'000 35'865 35'865 31'683 CHF 32'043 CHF 98.91% 98.91%
18.11.2024 1.27% 0.82 CHF 0.83 CHF 65'000 65'000 35'736 35'736 28'723 CHF 29'081 CHF 99.58% 99.58%
15.11.2024 1.31% 0.76 CHF 0.77 CHF 65'000 65'000 35'700 35'700 27'717 CHF 28'076 CHF 99.89% 99.89%
14.11.2024 1.38% 0.79 CHF 0.80 CHF 65'000 65'000 36'260 36'260 27'034 CHF 27'397 CHF 98.90% 98.90%
13.11.2024 1.25% 0.77 CHF 0.78 CHF 65'000 65'000 35'806 35'806 28'877 CHF 29'235 CHF 100.00% 100.00%
12.11.2024 1.26% 0.81 CHF 0.82 CHF 65'000 65'000 33'382 33'382 27'093 CHF 27'428 CHF 100.00% 100.00%
11.11.2024 1.08% 0.87 CHF 0.88 CHF 65'000 65'000 35'512 35'512 33'307 CHF 33'666 CHF 99.93% 99.93%
08.11.2024 1.90% 1.01 CHF 1.02 CHF 65'000 65'000 24'624 24'624 24'886 CHF 25'156 CHF 100.00% 100.00%
07.11.2024 1.00% 1.04 CHF 1.05 CHF 60'000 60'000 28'766 28'766 29'314 CHF 29'603 CHF 98.68% 98.68%

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