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 1.46% 0.75 CHF 0.76 CHF 165'000 165'000 72'207 72'207 50'745 CHF 51'469 CHF 99.57% 99.57%
19.11.2024 1.46% 0.68 CHF 0.69 CHF 160'000 160'000 71'489 71'489 51'450 CHF 52'178 CHF 99.21% 99.21%
18.11.2024 1.26% 0.79 CHF 0.80 CHF 170'000 170'000 75'913 75'913 60'838 CHF 61'599 CHF 99.90% 99.90%
15.11.2024 1.28% 0.83 CHF 0.84 CHF 170'000 170'000 69'356 69'356 56'803 CHF 57'498 CHF 91.93% 91.93%
14.11.2024 1.79% 0.56 CHF 0.57 CHF 150'000 150'000 66'141 66'141 37'632 CHF 38'302 CHF 99.72% 99.72%
13.11.2024 1.52% 0.60 CHF 0.61 CHF 150'000 150'000 70'322 70'322 45'849 CHF 46'553 CHF 99.93% 99.93%
12.11.2024 1.54% 0.67 CHF 0.68 CHF 160'000 160'000 70'292 70'292 46'240 CHF 46'944 CHF 99.90% 99.90%
11.11.2024 2.00% 0.64 CHF 0.65 CHF 155'000 155'000 63'858 63'858 39'777 CHF 40'472 CHF 99.90% 99.90%
08.11.2024 1.74% 0.55 CHF 0.56 CHF 150'000 150'000 69'288 69'288 39'774 CHF 40'468 CHF 97.38% 97.38%
07.11.2024 1.51% 0.66 CHF 0.67 CHF 160'000 160'000 71'181 71'181 47'017 CHF 47'730 CHF 100.00% 100.00%

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