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 1.16% 0.84 CHF 0.85 CHF 65'000 65'000 35'757 35'757 31'056 CHF 31'415 CHF 99.90% 99.90%
19.11.2024 1.13% 0.89 CHF 0.90 CHF 65'000 65'000 35'864 35'864 32'176 CHF 32'536 CHF 98.91% 98.91%
18.11.2024 1.03% 0.96 CHF 0.97 CHF 65'000 65'000 35'737 35'737 35'203 CHF 35'561 CHF 99.59% 99.59%
15.11.2024 1.01% 1.03 CHF 1.04 CHF 65'000 65'000 35'701 35'701 36'331 CHF 36'690 CHF 99.89% 99.89%
14.11.2024 0.96% 1.00 CHF 1.01 CHF 65'000 65'000 36'268 36'268 38'081 CHF 38'445 CHF 98.87% 98.87%
13.11.2024 1.05% 1.02 CHF 1.03 CHF 65'000 65'000 35'806 35'806 35'015 CHF 35'373 CHF 100.00% 100.00%
12.11.2024 1.05% 0.97 CHF 0.98 CHF 65'000 65'000 33'392 33'392 32'416 CHF 32'752 CHF 100.00% 100.00%
11.11.2024 1.26% 0.91 CHF 0.92 CHF 65'000 65'000 35'512 35'512 29'913 CHF 30'272 CHF 99.93% 99.93%
08.11.2024 2.45% 0.76 CHF 0.77 CHF 65'000 65'000 24'623 24'623 18'685 CHF 18'955 CHF 100.00% 100.00%
07.11.2024 1.35% 0.73 CHF 0.74 CHF 60'000 60'000 28'764 28'764 21'642 CHF 21'930 CHF 98.68% 98.68%

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