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 1.00% 1.07 CHF 1.08 CHF 165'000 165'000 72'211 72'211 74'022 CHF 74'746 CHF 99.57% 99.57%
19.11.2024 1.02% 1.00 CHF 1.01 CHF 160'000 160'000 71'489 71'489 74'468 CHF 75'196 CHF 99.20% 99.20%
18.11.2024 0.90% 1.12 CHF 1.13 CHF 170'000 170'000 75'917 75'917 85'403 CHF 86'164 CHF 99.90% 99.90%
15.11.2024 0.91% 1.16 CHF 1.17 CHF 170'000 170'000 69'356 69'356 79'260 CHF 79'955 CHF 91.93% 91.93%
14.11.2024 1.15% 0.88 CHF 0.89 CHF 150'000 150'000 66'105 66'105 59'108 CHF 59'777 CHF 99.72% 99.72%
13.11.2024 1.02% 0.92 CHF 0.93 CHF 150'000 150'000 70'323 70'323 68'530 CHF 69'235 CHF 99.93% 99.93%
12.11.2024 1.04% 0.99 CHF 1.00 CHF 160'000 160'000 70'290 70'290 68'878 CHF 69'583 CHF 99.91% 99.91%
11.11.2024 1.32% 0.96 CHF 0.97 CHF 155'000 155'000 63'860 63'860 60'317 CHF 61'013 CHF 99.90% 99.90%
08.11.2024 1.12% 0.87 CHF 0.88 CHF 150'000 150'000 69'257 69'257 61'898 CHF 62'591 CHF 97.39% 97.39%
07.11.2024 1.03% 0.98 CHF 0.99 CHF 160'000 160'000 71'185 71'185 69'756 CHF 70'469 CHF 100.00% 100.00%

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