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 1.14% 0.95 CHF 0.96 CHF 165'000 165'000 72'207 72'207 64'857 CHF 65'581 CHF 99.57% 99.57%
19.11.2024 1.15% 0.87 CHF 0.88 CHF 160'000 160'000 71'490 71'490 65'441 CHF 66'170 CHF 99.20% 99.20%
18.11.2024 1.02% 0.99 CHF 1.00 CHF 170'000 170'000 75'914 75'914 75'714 CHF 76'475 CHF 99.90% 99.90%
15.11.2024 1.03% 1.03 CHF 1.04 CHF 170'000 170'000 69'357 69'357 70'466 CHF 71'161 CHF 91.93% 91.93%
14.11.2024 1.34% 0.76 CHF 0.77 CHF 150'000 150'000 66'105 66'105 50'640 CHF 51'310 CHF 99.72% 99.72%
13.11.2024 1.17% 0.80 CHF 0.81 CHF 150'000 150'000 70'323 70'323 59'593 CHF 60'298 CHF 99.93% 99.93%
12.11.2024 1.19% 0.87 CHF 0.88 CHF 160'000 160'000 70'295 70'295 59'928 CHF 60'633 CHF 99.89% 99.89%
11.11.2024 1.53% 0.84 CHF 0.85 CHF 155'000 155'000 63'861 63'861 52'206 CHF 52'901 CHF 99.90% 99.90%
08.11.2024 1.31% 0.74 CHF 0.75 CHF 150'000 150'000 69'295 69'295 53'126 CHF 53'821 CHF 97.37% 97.37%
07.11.2024 1.18% 0.85 CHF 0.86 CHF 160'000 160'000 71'185 71'185 60'774 CHF 61'487 CHF 100.00% 100.00%

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