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 2.09% 0.78 CHF 0.79 CHF 92'000 92'000 41'096 41'096 30'926 CHF 31'459 CHF 99.90% 99.90%
19.11.2024 2.28% 0.68 CHF 0.69 CHF 92'000 92'000 38'260 38'260 25'744 CHF 26'248 CHF 100.00% 100.00%
18.11.2024 2.09% 0.69 CHF 0.70 CHF 90'000 90'000 41'032 41'032 29'847 CHF 30'379 CHF 99.90% 99.90%
15.11.2024 2.11% 0.71 CHF 0.72 CHF 90'000 90'000 36'802 36'802 25'988 CHF 26'440 CHF 100.00% 100.00%
14.11.2024 2.16% 0.72 CHF 0.73 CHF 90'000 90'000 40'413 40'413 28'774 CHF 29'300 CHF 100.00% 100.00%
13.11.2024 1.93% 0.75 CHF 0.76 CHF 92'000 92'000 41'457 41'457 32'388 CHF 32'923 CHF 98.61% 99.78%
12.11.2024 2.21% 0.76 CHF 0.77 CHF 92'000 92'000 40'587 40'587 28'359 CHF 28'886 CHF 100.00% 100.00%
11.11.2024 4.39% 0.66 CHF 0.67 CHF 90'000 90'000 22'700 22'700 16'457 CHF 17'127 CHF 99.61% 99.61%
08.11.2024 1.79% 0.80 CHF 0.81 CHF 94'000 94'000 42'695 42'695 35'808 CHF 36'361 CHF 99.33% 99.33%
07.11.2024 1.81% 0.84 CHF 0.85 CHF 96'000 96'000 42'796 42'796 36'235 CHF 36'790 CHF 100.00% 100.00%

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