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 1.10% 0.98 CHF 0.99 CHF 165'000 165'000 72'210 72'210 67'365 CHF 68'089 CHF 99.57% 99.57%
19.11.2024 1.11% 0.90 CHF 0.91 CHF 160'000 160'000 71'490 71'490 67'849 CHF 68'577 CHF 99.20% 99.20%
18.11.2024 0.98% 1.02 CHF 1.03 CHF 170'000 170'000 75'916 75'916 78'278 CHF 79'039 CHF 99.90% 99.90%
15.11.2024 1.00% 1.06 CHF 1.07 CHF 170'000 170'000 69'357 69'357 72'768 CHF 73'463 CHF 91.93% 91.93%
14.11.2024 1.28% 0.79 CHF 0.80 CHF 150'000 150'000 66'140 66'140 53'046 CHF 53'715 CHF 99.72% 99.72%
13.11.2024 1.13% 0.83 CHF 0.84 CHF 150'000 150'000 70'324 70'324 62'010 CHF 62'714 CHF 99.93% 99.93%
12.11.2024 1.15% 0.90 CHF 0.91 CHF 160'000 160'000 70'291 70'291 62'379 CHF 63'083 CHF 99.91% 99.91%
11.11.2024 1.46% 0.87 CHF 0.88 CHF 155'000 155'000 63'860 63'860 54'430 CHF 55'125 CHF 99.90% 99.90%
08.11.2024 1.25% 0.78 CHF 0.79 CHF 150'000 150'000 69'255 69'255 55'564 CHF 56'258 CHF 97.39% 97.39%
07.11.2024 1.13% 0.89 CHF 0.90 CHF 160'000 160'000 71'181 71'181 63'234 CHF 63'947 CHF 100.00% 100.00%

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