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 1.03% 1.05 CHF 1.06 CHF 165'000 165'000 72'208 72'208 72'028 CHF 72'752 CHF 99.57% 99.57%
19.11.2024 1.04% 0.97 CHF 0.98 CHF 160'000 160'000 71'488 71'488 72'506 CHF 73'234 CHF 99.20% 99.20%
18.11.2024 0.92% 1.09 CHF 1.10 CHF 170'000 170'000 75'914 75'914 83'274 CHF 84'035 CHF 99.90% 99.90%
15.11.2024 0.94% 1.13 CHF 1.14 CHF 170'000 170'000 69'357 69'357 77'387 CHF 78'082 CHF 91.93% 91.93%
14.11.2024 1.18% 0.86 CHF 0.87 CHF 150'000 150'000 66'104 66'104 57'211 CHF 57'880 CHF 99.72% 99.72%
13.11.2024 1.05% 0.90 CHF 0.91 CHF 150'000 150'000 70'322 70'322 66'543 CHF 67'248 CHF 99.93% 99.93%
12.11.2024 1.07% 0.96 CHF 0.97 CHF 160'000 160'000 70'294 70'294 66'878 CHF 67'583 CHF 99.89% 99.89%
11.11.2024 1.36% 0.94 CHF 0.95 CHF 155'000 155'000 63'859 63'859 58'535 CHF 59'230 CHF 99.90% 99.90%
08.11.2024 1.16% 0.84 CHF 0.85 CHF 150'000 150'000 69'292 69'292 59'953 CHF 60'648 CHF 97.37% 97.37%
07.11.2024 1.06% 0.95 CHF 0.96 CHF 160'000 160'000 71'183 71'183 67'763 CHF 68'476 CHF 100.00% 100.00%

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