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 1.37% 0.80 CHF 0.81 CHF 165'000 165'000 72'210 72'210 54'046 CHF 54'770 CHF 99.57% 99.57%
19.11.2024 1.38% 0.72 CHF 0.73 CHF 160'000 160'000 71'487 71'487 54'734 CHF 55'462 CHF 99.21% 99.21%
18.11.2024 1.20% 0.84 CHF 0.85 CHF 170'000 170'000 75'916 75'916 64'269 CHF 65'029 CHF 99.90% 99.90%
15.11.2024 1.21% 0.88 CHF 0.89 CHF 170'000 170'000 69'356 69'356 59'986 CHF 60'681 CHF 91.93% 91.93%
14.11.2024 1.65% 0.61 CHF 0.62 CHF 150'000 150'000 66'141 66'141 40'783 CHF 41'452 CHF 99.72% 99.72%
13.11.2024 1.42% 0.65 CHF 0.66 CHF 150'000 150'000 70'321 70'321 49'118 CHF 49'823 CHF 99.93% 99.93%
12.11.2024 1.44% 0.72 CHF 0.73 CHF 160'000 160'000 70'282 70'282 49'419 CHF 50'123 CHF 99.92% 99.92%
11.11.2024 1.87% 0.69 CHF 0.70 CHF 155'000 155'000 63'862 63'862 42'718 CHF 43'414 CHF 99.90% 99.90%
08.11.2024 1.61% 0.60 CHF 0.61 CHF 150'000 150'000 69'253 69'253 42'893 CHF 43'587 CHF 97.40% 97.40%
07.11.2024 1.42% 0.70 CHF 0.71 CHF 160'000 160'000 71'183 71'183 50'277 CHF 50'990 CHF 100.00% 100.00%

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