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 1.83% 0.61 CHF 0.62 CHF 165'000 165'000 72'210 72'210 40'695 CHF 41'419 CHF 99.57% 99.57%
19.11.2024 1.80% 0.54 CHF 0.55 CHF 160'000 160'000 71'490 71'490 41'607 CHF 42'335 CHF 99.19% 99.19%
18.11.2024 1.53% 0.65 CHF 0.66 CHF 170'000 170'000 75'917 75'917 50'289 CHF 51'050 CHF 99.90% 99.90%
15.11.2024 1.56% 0.70 CHF 0.71 CHF 170'000 170'000 69'357 69'357 47'116 CHF 47'811 CHF 91.93% 91.93%
14.11.2024 2.34% 0.42 CHF 0.43 CHF 150'000 150'000 66'106 66'106 28'554 CHF 29'223 CHF 99.72% 99.72%
13.11.2024 1.91% 0.46 CHF 0.47 CHF 150'000 150'000 70'324 70'324 36'185 CHF 36'890 CHF 99.93% 99.93%
12.11.2024 1.95% 0.53 CHF 0.54 CHF 160'000 160'000 70'296 70'296 36'580 CHF 37'284 CHF 99.89% 99.89%
11.11.2024 2.57% 0.51 CHF 0.52 CHF 155'000 155'000 63'862 63'862 31'077 CHF 31'773 CHF 99.90% 99.90%
08.11.2024 2.26% 0.41 CHF 0.42 CHF 150'000 150'000 69'260 69'260 30'310 CHF 31'003 CHF 97.38% 97.38%
07.11.2024 1.90% 0.52 CHF 0.53 CHF 160'000 160'000 71'185 71'185 37'297 CHF 38'010 CHF 100.00% 100.00%

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