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 1.28% 0.85 CHF 0.86 CHF 165'000 165'000 72'208 72'208 57'922 CHF 58'646 CHF 99.57% 99.57%
19.11.2024 1.29% 0.77 CHF 0.78 CHF 160'000 160'000 71'489 71'489 58'510 CHF 59'238 CHF 99.17% 99.17%
18.11.2024 1.13% 0.89 CHF 0.90 CHF 170'000 170'000 75'916 75'916 68'334 CHF 69'094 CHF 99.90% 99.90%
15.11.2024 1.14% 0.93 CHF 0.94 CHF 170'000 170'000 69'357 69'357 63'692 CHF 64'387 CHF 91.93% 91.93%
14.11.2024 1.53% 0.66 CHF 0.67 CHF 150'000 150'000 66'142 66'142 44'208 CHF 44'878 CHF 99.72% 99.72%
13.11.2024 1.32% 0.70 CHF 0.71 CHF 150'000 150'000 70'319 70'319 52'776 CHF 53'480 CHF 99.92% 99.92%
12.11.2024 1.34% 0.77 CHF 0.78 CHF 160'000 160'000 70'305 70'305 53'167 CHF 53'871 CHF 99.86% 99.86%
11.11.2024 1.73% 0.74 CHF 0.75 CHF 155'000 155'000 63'860 63'860 46'048 CHF 46'744 CHF 99.90% 99.90%
08.11.2024 1.49% 0.65 CHF 0.66 CHF 150'000 150'000 69'287 69'287 46'524 CHF 47'219 CHF 97.38% 97.38%
07.11.2024 1.32% 0.76 CHF 0.77 CHF 160'000 160'000 71'181 71'181 53'981 CHF 54'695 CHF 100.00% 100.00%

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