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 1.27% 0.71 CHF 0.72 CHF 150'000 150'000 66'939 66'939 52'398 CHF 53'069 CHF 100.00% 100.00%
20.11.2024 1.22% 0.89 CHF 0.90 CHF 165'000 165'000 72'208 72'208 60'819 CHF 61'543 CHF 99.57% 99.57%
19.11.2024 1.23% 0.81 CHF 0.82 CHF 160'000 160'000 71'488 71'488 61'373 CHF 62'101 CHF 99.24% 99.24%
18.11.2024 1.08% 0.93 CHF 0.94 CHF 170'000 170'000 75'913 75'913 71'317 CHF 72'077 CHF 99.90% 99.90%
15.11.2024 1.09% 0.97 CHF 0.98 CHF 170'000 170'000 69'357 69'357 66'437 CHF 67'132 CHF 91.93% 91.93%
14.11.2024 1.44% 0.70 CHF 0.71 CHF 150'000 150'000 66'140 66'140 46'962 CHF 47'632 CHF 99.72% 99.72%
13.11.2024 1.26% 0.74 CHF 0.75 CHF 150'000 150'000 70'323 70'323 55'630 CHF 56'335 CHF 99.93% 99.93%
12.11.2024 1.28% 0.81 CHF 0.82 CHF 160'000 160'000 70'296 70'296 55'999 CHF 56'704 CHF 99.90% 99.90%
11.11.2024 1.64% 0.78 CHF 0.79 CHF 155'000 155'000 63'858 63'858 48'653 CHF 49'349 CHF 99.90% 99.90%
08.11.2024 1.41% 0.69 CHF 0.70 CHF 150'000 150'000 69'240 69'240 49'333 CHF 50'026 CHF 97.44% 97.44%

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