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
22.11.2024 1.99% 0.72 CHF 0.73 CHF 88'000 88'000 39'383 39'383 29'695 CHF 30'204 CHF 100.00% 100.00%
20.11.2024 1.86% 0.87 CHF 0.88 CHF 92'000 92'000 41'095 41'095 34'667 CHF 35'200 CHF 99.90% 99.90%
19.11.2024 2.01% 0.77 CHF 0.78 CHF 92'000 92'000 38'259 38'259 29'230 CHF 29'734 CHF 100.00% 100.00%
18.11.2024 1.86% 0.78 CHF 0.79 CHF 90'000 90'000 41'031 41'031 33'597 CHF 34'129 CHF 99.90% 99.90%
15.11.2024 1.87% 0.80 CHF 0.81 CHF 90'000 90'000 36'802 36'802 29'354 CHF 29'805 CHF 100.00% 100.00%
14.11.2024 1.92% 0.81 CHF 0.82 CHF 90'000 90'000 40'412 40'412 32'450 CHF 32'976 CHF 100.00% 100.00%
13.11.2024 1.74% 0.84 CHF 0.85 CHF 92'000 92'000 41'458 41'458 36'156 CHF 36'692 CHF 98.61% 99.78%
12.11.2024 1.96% 0.85 CHF 0.86 CHF 92'000 92'000 40'586 40'586 32'035 CHF 32'563 CHF 100.00% 100.00%
11.11.2024 3.93% 0.75 CHF 0.76 CHF 90'000 90'000 22'701 22'701 18'511 CHF 19'181 CHF 99.62% 99.62%
08.11.2024 1.62% 0.89 CHF 0.90 CHF 94'000 94'000 42'699 42'699 39'652 CHF 40'206 CHF 99.33% 99.33%

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